-66.4%
UVXY vs EQNR
+93.1%
-159.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -6.4% |
| 7D | +2.8% | +6.4% | -3.6% | -0.4% |
| 30D | -11.4% | +10.4% | -21.7% | -15.6% |
| 3M | -41.5% | +23.1% | -64.6% | -47.2% |
| 6M | -61.0% | +36.3% | -97.3% | -64.0% |
| YTD | -49.8% | +96.0% | -145.8% | -47.7% |
| 1Y | -66.4% | +94.2% | -160.7% | -64.2% |
| All | -66.4% | +93.1% | -159.5% | -64.2% |
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