-2.6%
XRT vs UVXY
-99.6%
+97.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | 0.0% |
| 7D | -3.6% | +11.0% | -14.6% | -2.1% |
| 30D | -6.7% | -8.8% | +2.1% | -7.8% |
| 3M | -1.4% | -41.9% | +40.5% | -8.1% |
| 6M | +1.7% | -61.2% | +62.9% | -9.3% |
| YTD | -1.5% | -46.2% | +44.7% | -6.3% |
| 1Y | -2.5% | -65.2% | +62.7% | -11.5% |
| 3Y | +39.9% | -94.6% | +134.5% | +15.8% |
| 5Y | -2.6% | -99.7% | +97.1% | -42.0% |
| All | -2.6% | -99.6% | +97.0% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling