-100.0%
UVXY vs COPX
+289.6%
-389.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.9% |
| 7D | +2.8% | -2.3% | +5.1% | -1.2% |
| 30D | -11.4% | +0.3% | -11.6% | -10.4% |
| 3M | -41.5% | +6.8% | -48.3% | -32.2% |
| 6M | -61.0% | +7.9% | -69.0% | -49.9% |
| YTD | -49.8% | +23.7% | -73.6% | -15.8% |
| 1Y | -66.4% | +71.5% | -138.0% | +6.4% |
| 3Y | -94.8% | +149.1% | -243.9% | -51.4% |
| 5Y | -99.7% | +167.3% | -267.0% | -95.1% |
| 10Y | -100.0% | +568.5% | -668.5% | -99.9% |
| All | -100.0% | +289.6% | -389.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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