-100.0%
UVXY vs OVV
+2.1%
-102.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | -0.6% |
| 7D | -5.0% | +0.3% | -5.2% | -4.8% |
| 30D | -20.5% | +11.7% | -32.3% | -13.7% |
| 3M | -36.6% | +9.8% | -46.4% | -32.5% |
| 6M | -56.9% | +26.6% | -83.5% | -49.7% |
| YTD | -51.2% | +67.0% | -118.2% | -29.4% |
| 1Y | -69.8% | +55.9% | -125.7% | -57.6% |
| 3Y | -95.1% | +45.5% | -140.6% | -91.2% |
| 5Y | -99.7% | +157.3% | -257.0% | -98.7% |
| 10Y | -100.0% | +65.0% | -165.0% | -100.0% |
| All | -100.0% | +2.1% | -102.1% | -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