+680.5%
OKE vs UVXY
-100.0%
+780.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | 0.0% |
| 7D | +1.2% | +2.8% | -1.5% | +1.7% |
| 30D | +4.5% | -11.4% | +15.9% | +2.9% |
| 3M | +9.6% | -41.5% | +51.1% | +2.4% |
| 6M | +15.4% | -61.0% | +76.4% | +2.8% |
| YTD | +36.5% | -49.8% | +86.3% | +27.4% |
| 1Y | +39.0% | -66.4% | +105.4% | +24.5% |
| 3Y | +74.3% | -94.8% | +169.1% | +44.0% |
| 5Y | +141.2% | -99.7% | +240.9% | +54.3% |
| 10Y | +262.1% | -100.0% | +362.1% | +64.6% |
| All | +680.5% | -100.0% | +780.5% | +84.6% |
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