-99.9%
UVXY vs OSCR
-9.0%
-90.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -6.6% |
| 7D | +2.8% | +1.6% | +1.2% | +3.3% |
| 30D | -11.4% | +10.7% | -22.0% | -8.1% |
| 3M | -41.5% | +13.4% | -54.9% | -38.5% |
| 6M | -61.0% | +144.6% | -205.6% | -45.1% |
| YTD | -49.8% | +128.0% | -177.9% | -29.5% |
| 1Y | -66.4% | +68.7% | -135.1% | -55.5% |
| 3Y | -94.8% | +398.8% | -493.5% | -87.5% |
| 5Y | -99.7% | +87.3% | -187.0% | -99.2% |
| All | -99.9% | -9.0% | -90.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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