+1,813.9%
ORLY vs UVXY
-100.0%
+1,913.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.1% | -0.1% |
| 7D | -2.4% | +2.8% | -5.2% | -2.1% |
| 30D | -6.8% | -11.4% | +4.6% | -7.5% |
| 3M | -4.8% | -41.5% | +36.8% | -8.2% |
| 6M | -9.1% | -61.0% | +52.0% | -14.4% |
| YTD | -5.9% | -49.8% | +43.9% | -9.0% |
| 1Y | -20.4% | -66.4% | +46.0% | -24.9% |
| 3Y | +36.6% | -94.8% | +131.3% | +22.2% |
| 5Y | +117.3% | -99.7% | +217.0% | +66.8% |
| 10Y | +362.7% | -100.0% | +462.7% | +175.2% |
| All | +1,813.9% | -100.0% | +1,913.9% | +608.6% |
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