+232.7%
OMC vs UVXY
-100.0%
+332.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +2.0% |
| 7D | -6.2% | +11.0% | -17.3% | -5.3% |
| 30D | -7.6% | -8.8% | +1.2% | -8.3% |
| 3M | +7.4% | -41.9% | +49.3% | +2.5% |
| 6M | +0.1% | -61.2% | +61.3% | -7.1% |
| YTD | +0.4% | -46.2% | +46.6% | -2.9% |
| 1Y | +7.8% | -65.2% | +73.0% | +1.0% |
| 3Y | +11.8% | -94.6% | +106.4% | -0.3% |
| 5Y | +32.5% | -99.7% | +132.1% | +0.3% |
| 10Y | +34.2% | -100.0% | +134.2% | -24.2% |
| All | +232.7% | -100.0% | +332.7% | -11.3% |
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