-100.0%
UVXY vs OVV
+3.6%
-103.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +4.3% |
| 7D | -22.1% | +8.0% | -30.1% | -17.4% |
| 30D | +8.2% | -2.0% | +10.2% | +6.3% |
| 3M | -12.3% | +5.4% | -17.8% | -9.0% |
| 6M | -51.0% | +14.3% | -65.3% | -46.5% |
| YTD | -49.9% | +69.4% | -119.4% | -26.9% |
| 1Y | -67.7% | +72.4% | -140.1% | -52.0% |
| 3Y | -94.1% | +58.4% | -152.5% | -88.9% |
| 5Y | -99.5% | +106.1% | -205.6% | -98.5% |
| 10Y | -100.0% | +59.6% | -159.6% | -100.0% |
| All | -100.0% | +3.6% | -103.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling