+34.4%
OXY vs UVXY
-100.0%
+134.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -4.9% | +0.9% |
| 7D | +1.4% | +11.0% | -9.7% | +2.8% |
| 30D | +4.0% | -8.8% | +12.8% | +2.9% |
| 3M | +7.6% | -41.9% | +49.5% | +0.7% |
| 6M | +16.2% | -61.2% | +77.4% | +3.9% |
| YTD | +50.8% | -46.2% | +97.0% | +42.5% |
| 1Y | +34.7% | -65.2% | +99.9% | +21.9% |
| 3Y | -1.0% | -94.6% | +93.6% | -17.4% |
| 5Y | +163.2% | -99.7% | +262.9% | +72.6% |
| 10Y | +5.5% | -100.0% | +105.5% | -48.7% |
| All | +34.4% | -100.0% | +134.4% | -77.1% |
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