+45.9%
OXY vs UVXY
-70.8%
+116.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -14.1% | +9.0% | -3.9% |
| 7D | -8.8% | -6.3% | -2.5% | -8.3% |
| 30D | -1.7% | -2.7% | +1.0% | -1.6% |
| 3M | +4.5% | -29.9% | +34.5% | +7.2% |
| 6M | -4.0% | -56.5% | +52.5% | +1.3% |
| YTD | +41.4% | -54.8% | +96.2% | +51.7% |
| 1Y | +45.9% | -70.5% | +116.4% | +55.4% |
| All | +45.9% | -70.8% | +116.7% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling