+58.7%
SLB vs UVXY
-64.9%
+123.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -1.3% |
| 7D | -2.4% | +11.0% | -13.5% | -1.4% |
| 30D | +4.9% | -8.8% | +13.7% | +4.1% |
| 3M | +1.4% | -41.9% | +43.3% | -3.4% |
| 6M | +17.6% | -61.2% | +78.8% | +9.4% |
| YTD | +48.3% | -46.2% | +94.5% | +43.9% |
| 1Y | +58.7% | -65.2% | +123.9% | +50.5% |
| All | +58.7% | -64.9% | +123.6% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling