+336.5%
ORCL vs UVXY
-100.0%
+436.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.2% | -10.5% | -4.7% |
| 7D | -0.7% | +11.0% | -11.7% | +0.6% |
| 30D | +5.1% | -8.8% | +13.9% | +4.2% |
| 3M | -23.7% | -41.9% | +18.2% | -28.0% |
| 6M | +3.1% | -61.2% | +64.3% | -5.7% |
| YTD | -20.8% | -46.2% | +25.4% | -23.5% |
| 1Y | -52.9% | -65.2% | +12.3% | -56.3% |
| 3Y | +25.4% | -94.6% | +120.0% | +11.1% |
| 5Y | +82.4% | -99.7% | +182.1% | +33.7% |
| All | +336.5% | -100.0% | +436.5% | +155.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling