+233.3%
SHEL vs UVXY
-100.0%
+333.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | +0.9% |
| 7D | +3.9% | +11.0% | -7.1% | +5.1% |
| 30D | +7.0% | -8.8% | +15.7% | +6.0% |
| 3M | +12.5% | -41.9% | +54.4% | +6.8% |
| 6M | +14.8% | -61.2% | +76.0% | +5.4% |
| YTD | +34.2% | -46.2% | +80.4% | +28.8% |
| 1Y | +37.0% | -65.2% | +102.2% | +27.0% |
| 3Y | +70.9% | -94.6% | +165.5% | +48.0% |
| 5Y | +192.5% | -99.7% | +292.2% | +107.8% |
| 10Y | +208.5% | -100.0% | +308.5% | +62.2% |
| All | +233.3% | -100.0% | +333.3% | -8.8% |
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 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