+454.2%
ORCL vs UVXY
-100.0%
+554.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -9.1% | +17.9% | +7.8% |
| 7D | +3.8% | +2.3% | +1.4% | +5.7% |
| 30D | -6.6% | +4.0% | -10.6% | -4.0% |
| 3M | -11.4% | -21.6% | +10.1% | -11.5% |
| 6M | -33.3% | -55.1% | +21.8% | -36.7% |
| YTD | -33.3% | -53.7% | +20.5% | -34.8% |
| 1Y | -44.9% | -66.7% | +21.8% | -47.9% |
| 3Y | +17.6% | -94.6% | +112.3% | +6.4% |
| 5Y | +46.1% | -99.6% | +145.7% | +14.4% |
| 10Y | +277.8% | -100.0% | +377.8% | +118.0% |
| All | +454.2% | -100.0% | +554.2% | +43.6% |
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