+139.3%
SLB vs UVXY
-99.7%
+239.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | +0.2% |
| 7D | -1.9% | +2.3% | -4.1% | -1.6% |
| 30D | +7.8% | -15.0% | +22.8% | +5.8% |
| 3M | +2.7% | -39.8% | +42.5% | -2.8% |
| 6M | +22.2% | -60.0% | +82.2% | +11.6% |
| YTD | +51.1% | -48.8% | +99.9% | +44.1% |
| 1Y | +63.3% | -67.3% | +130.6% | +49.5% |
| 3Y | +2.4% | -94.8% | +97.3% | -12.9% |
| 5Y | +139.3% | -99.7% | +239.0% | +60.2% |
| All | +139.3% | -99.7% | +239.0% | +60.2% |
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