-70.5%
UVXY vs TROW
+17.3%
-87.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +6.0% | -20.1% | -5.3% |
| 7D | -6.3% | +8.2% | -14.5% | +6.9% |
| 30D | -2.7% | +8.3% | -11.0% | +11.1% |
| 3M | -29.9% | -1.6% | -28.4% | -30.5% |
| 6M | -56.5% | +11.9% | -68.4% | -44.6% |
| YTD | -54.8% | +14.3% | -69.1% | -31.9% |
| 1Y | -70.5% | +17.0% | -87.5% | -52.6% |
| All | -70.5% | +17.3% | -87.8% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling