+123.0%
XRT vs UVXY
-100.0%
+223.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +0.5% |
| 7D | -3.2% | +2.8% | -6.0% | -2.8% |
| 30D | -4.5% | -11.4% | +6.9% | -5.8% |
| 3M | -3.1% | -41.5% | +38.4% | -8.9% |
| 6M | +4.2% | -61.0% | +65.3% | -5.6% |
| YTD | -0.1% | -49.8% | +49.7% | -5.2% |
| 1Y | -3.0% | -66.4% | +63.4% | -11.3% |
| 3Y | +41.8% | -94.8% | +136.6% | +21.5% |
| 5Y | -1.3% | -99.7% | +98.4% | -31.9% |
| All | +123.0% | -100.0% | +223.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 10y: compounded portfolio wealth divided by compounded UVXY 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…
10y analysis · Full analysis span regression · 6 months rolling