-35.3%
USO vs UVXY
-100.0%
+64.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.8% | +4.6% | -2.7% |
| 7D | +9.1% | +2.8% | +6.3% | +9.3% |
| 30D | +21.7% | -11.4% | +33.0% | +20.6% |
| 3M | +20.2% | -41.5% | +61.7% | +15.6% |
| 6M | +43.4% | -61.0% | +104.4% | +33.8% |
| YTD | +124.0% | -49.8% | +173.8% | +114.5% |
| 1Y | +112.2% | -66.4% | +178.6% | +98.3% |
| 3Y | +97.7% | -94.8% | +192.4% | +74.3% |
| 5Y | +217.4% | -99.7% | +317.1% | +136.8% |
| 10Y | +82.8% | -100.0% | +182.8% | +5.9% |
| All | -35.3% | -100.0% | +64.7% | -79.3% |
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