-99.7%
UVXY vs EQNR
+183.4%
-283.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -7.0% |
| 7D | +2.8% | +6.4% | -3.6% | +5.2% |
| 30D | -11.4% | +10.4% | -21.7% | -8.0% |
| 3M | -41.5% | +23.1% | -64.6% | -37.1% |
| 6M | -61.0% | +36.3% | -97.3% | -55.8% |
| YTD | -49.8% | +96.0% | -145.8% | -28.0% |
| 1Y | -66.4% | +94.2% | -160.7% | -51.8% |
| 3Y | -94.8% | +75.3% | -170.0% | -92.0% |
| All | -99.7% | +183.4% | -283.0% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling