+681.7%
NRG vs UVXY
-100.0%
+781.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.8% | +8.4% | +0.8% |
| 7D | -4.7% | +2.8% | -7.5% | -4.3% |
| 30D | -6.0% | -11.4% | +5.4% | -7.1% |
| 3M | -8.0% | -41.5% | +33.6% | -12.9% |
| 6M | -23.2% | -61.0% | +37.9% | -29.7% |
| YTD | -28.1% | -49.8% | +21.8% | -31.1% |
| 1Y | -27.3% | -66.4% | +39.2% | -32.6% |
| 3Y | +208.7% | -94.8% | +303.4% | +174.5% |
| 5Y | +197.7% | -99.7% | +297.3% | +118.5% |
| 10Y | +1,103.3% | -100.0% | +1,203.3% | +543.6% |
| All | +681.7% | -100.0% | +781.7% | +92.6% |
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