-69.8%
UVXY vs EQNR
+85.2%
-155.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.3% |
| 7D | -5.0% | +1.7% | -6.7% | -5.7% |
| 30D | -20.5% | +11.5% | -32.0% | -24.8% |
| 3M | -36.6% | +12.9% | -49.5% | -40.3% |
| 6M | -56.9% | +36.0% | -92.9% | -58.7% |
| YTD | -51.2% | +84.1% | -135.3% | -48.0% |
| 1Y | -69.8% | +83.8% | -153.5% | -67.1% |
| All | -69.8% | +85.2% | -155.0% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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