+36.6%
OKE vs UVXY
-57.3%
+94.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +45.4% | -48.0% | -4.6% |
| 7D | -9.0% | +41.0% | -49.9% | -10.6% |
| 30D | -2.3% | +46.9% | -49.2% | -4.4% |
| 3M | 0.0% | +7.0% | -7.1% | -0.2% |
| 6M | -2.0% | -37.0% | +35.0% | +0.6% |
| YTD | +23.2% | -34.3% | +57.5% | +26.8% |
| 1Y | +36.6% | -54.8% | +91.4% | +41.0% |
| All | +36.6% | -57.3% | +94.0% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling