+6.4%
OXY vs UVXY
-100.0%
+106.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | -0.5% |
| 7D | +2.8% | +2.8% | 0.0% | +3.3% |
| 30D | +5.5% | -11.4% | +16.8% | +3.8% |
| 3M | +11.3% | -41.5% | +52.8% | +3.5% |
| 6M | +11.6% | -61.0% | +72.6% | -1.5% |
| YTD | +51.6% | -49.8% | +101.4% | +40.9% |
| 1Y | +36.2% | -66.4% | +102.7% | +21.1% |
| 3Y | +1.7% | -94.8% | +96.5% | -18.2% |
| 5Y | +164.5% | -99.7% | +264.2% | +55.9% |
| All | +6.4% | -100.0% | +106.4% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling