-41.6%
ORCL vs UVXY
-65.0%
+23.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -0.5% |
| 7D | +8.0% | -22.1% | +30.0% | +3.0% |
| 30D | -4.0% | +8.2% | -12.2% | +1.9% |
| 3M | -19.5% | -12.3% | -7.1% | -17.8% |
| 6M | -33.5% | -51.0% | +17.5% | -38.4% |
| YTD | -34.8% | -49.9% | +15.1% | -35.6% |
| 1Y | -41.6% | -67.7% | +26.1% | -46.3% |
| All | -41.6% | -65.0% | +23.4% | -46.3% |
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 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