+41.8%
XRT vs UVXY
-94.8%
+136.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +0.6% |
| 7D | -3.2% | +2.8% | -6.0% | -2.8% |
| 30D | -4.5% | -11.4% | +6.9% | -5.7% |
| 3M | -3.1% | -41.5% | +38.4% | -8.4% |
| 6M | +4.2% | -61.0% | +65.3% | -4.9% |
| YTD | -0.1% | -49.8% | +49.7% | -4.8% |
| 1Y | -3.0% | -66.4% | +63.4% | -10.7% |
| 3Y | +41.8% | -94.8% | +136.6% | +23.8% |
| All | +41.8% | -94.8% | +136.6% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling