-95.0%
UVXY vs OVV
+47.2%
-142.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +1.4% |
| 7D | -4.7% | -3.7% | -1.0% | -7.8% |
| 30D | -17.1% | +8.0% | -25.1% | -11.3% |
| 3M | -39.9% | +11.3% | -51.2% | -35.1% |
| 6M | -66.9% | +24.0% | -90.9% | -60.2% |
| YTD | -50.1% | +65.3% | -115.4% | -16.7% |
| 1Y | -68.3% | +60.2% | -128.5% | -48.0% |
| 3Y | -95.0% | +46.9% | -141.9% | -88.1% |
| All | -95.0% | +47.2% | -142.2% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 3y: compounded portfolio wealth divided by compounded OVV 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…
3y analysis · Full analysis span regression · 6 months rolling