+137.0%
OKE vs UVXY
-99.7%
+236.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | +0.2% |
| 7D | +1.2% | +2.8% | -1.5% | +1.6% |
| 30D | +4.5% | -11.4% | +15.9% | +3.3% |
| 3M | +9.6% | -41.5% | +51.1% | +3.9% |
| 6M | +15.4% | -61.0% | +76.4% | +5.3% |
| YTD | +36.5% | -49.8% | +86.3% | +29.8% |
| 1Y | +39.0% | -66.4% | +105.4% | +27.4% |
| 3Y | +74.3% | -94.8% | +169.1% | +47.3% |
| All | +137.0% | -99.7% | +236.7% | +49.9% |
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