+441.1%
ORCL vs UVXY
-100.0%
+541.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.0% |
| 7D | +8.0% | -22.1% | +30.0% | +5.4% |
| 30D | -4.0% | +8.2% | -12.2% | -0.9% |
| 3M | -19.5% | -12.3% | -7.1% | -18.5% |
| 6M | -33.5% | -51.0% | +17.5% | -36.2% |
| YTD | -34.8% | -49.9% | +15.1% | -35.8% |
| 1Y | -41.6% | -67.7% | +26.1% | -44.9% |
| 3Y | +13.8% | -94.1% | +107.9% | +4.1% |
| 5Y | +43.4% | -99.5% | +142.9% | +14.0% |
| 10Y | +268.8% | -100.0% | +368.8% | +114.9% |
| All | +441.1% | -100.0% | +541.1% | +41.5% |
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