+32.1%
ORCL vs UVXY
-94.7%
+126.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -0.1% |
| 7D | +10.9% | +2.3% | +8.6% | +11.3% |
| 30D | +7.0% | -15.0% | +22.0% | +4.5% |
| 3M | -21.2% | -39.8% | +18.6% | -26.2% |
| 6M | +7.4% | -60.0% | +67.4% | -3.7% |
| YTD | -16.3% | -48.8% | +32.6% | -20.7% |
| 1Y | -32.3% | -67.3% | +35.0% | -38.9% |
| All | +32.1% | -94.7% | +126.8% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling