+341.1%
XRT vs UVXY
-100.0%
+441.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.3% |
| 7D | -2.4% | +2.3% | -4.7% | -2.1% |
| 30D | -6.9% | -15.0% | +8.1% | -8.6% |
| 3M | -0.4% | -39.8% | +39.4% | -5.4% |
| 6M | +2.2% | -60.0% | +62.3% | -6.1% |
| YTD | -0.7% | -48.8% | +48.2% | -5.0% |
| 1Y | -2.0% | -67.3% | +65.3% | -9.7% |
| 3Y | +41.0% | -94.8% | +135.9% | +23.1% |
| 5Y | -3.3% | -99.7% | +96.4% | -29.1% |
| 10Y | +124.8% | -100.0% | +224.8% | +21.5% |
| All | +341.1% | -100.0% | +441.1% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling