+71.5%
SHEL vs UVXY
-94.8%
+166.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | +0.5% |
| 7D | +4.1% | +2.8% | +1.3% | +4.3% |
| 30D | +8.4% | -11.4% | +19.7% | +7.8% |
| 3M | +13.7% | -41.5% | +55.2% | +10.9% |
| 6M | +12.7% | -61.0% | +73.8% | +8.1% |
| YTD | +35.3% | -49.8% | +85.2% | +32.5% |
| 1Y | +39.4% | -66.4% | +105.8% | +34.1% |
| 3Y | +71.5% | -94.8% | +166.2% | +61.8% |
| All | +71.5% | -94.8% | +166.3% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling