+471.9%
EOG vs UVXY
-100.0%
+571.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | +1.0% |
| 7D | +1.0% | +11.0% | -10.0% | +2.4% |
| 30D | +2.8% | -8.8% | +11.6% | +1.7% |
| 3M | +5.9% | -41.9% | +47.8% | -0.9% |
| 6M | +17.1% | -61.2% | +78.2% | +4.9% |
| YTD | +43.9% | -46.2% | +90.1% | +36.0% |
| 1Y | +26.9% | -65.2% | +92.1% | +14.8% |
| 3Y | +23.6% | -94.6% | +118.1% | +2.4% |
| 5Y | +178.1% | -99.7% | +277.8% | +80.2% |
| 10Y | +119.8% | -100.0% | +219.8% | -2.3% |
| All | +471.9% | -100.0% | +571.9% | -15.8% |
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 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