+188.8%
SHEL vs UVXY
-99.7%
+288.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | +0.4% |
| 7D | +4.1% | +2.8% | +1.3% | +4.3% |
| 30D | +8.4% | -11.4% | +19.7% | +7.5% |
| 3M | +13.7% | -41.5% | +55.2% | +9.7% |
| 6M | +12.7% | -61.0% | +73.8% | +6.2% |
| YTD | +35.3% | -49.8% | +85.2% | +31.1% |
| 1Y | +39.4% | -66.4% | +105.8% | +31.9% |
| 3Y | +71.5% | -94.8% | +166.2% | +53.2% |
| All | +188.8% | -99.7% | +288.5% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling