+582.9%
ORCL vs UVXY
-100.0%
+682.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.2% |
| 7D | +5.3% | -5.0% | +10.2% | +4.7% |
| 30D | +10.0% | -20.5% | +30.5% | +7.3% |
| 3M | -32.6% | -36.6% | +4.0% | -35.2% |
| 6M | +4.9% | -56.9% | +61.9% | -1.8% |
| YTD | -17.8% | -51.2% | +33.5% | -21.2% |
| 1Y | -28.0% | -69.8% | +41.8% | -33.8% |
| 3Y | +36.0% | -95.1% | +131.1% | +20.6% |
| 5Y | +88.7% | -99.7% | +188.4% | +42.1% |
| 10Y | +346.9% | -100.0% | +446.9% | +150.9% |
| All | +582.9% | -100.0% | +682.9% | +73.7% |
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