-99.7%
UVXY vs TROW
-39.3%
-60.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -9.0% |
| 7D | +2.8% | -3.2% | +6.0% | -3.3% |
| 30D | -11.4% | -4.6% | -6.8% | -18.7% |
| 3M | -41.5% | -0.7% | -40.9% | -41.6% |
| 6M | -61.0% | +22.2% | -83.3% | -40.3% |
| YTD | -49.8% | +6.6% | -56.5% | -37.9% |
| 1Y | -66.4% | +5.8% | -72.3% | -57.3% |
| 3Y | -94.8% | +11.6% | -106.4% | -87.4% |
| All | -99.7% | -39.3% | -60.3% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling