+191.2%
VLO vs UVXY
-94.4%
+285.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.1% | -0.5% |
| 7D | +4.0% | +11.0% | -7.1% | +4.8% |
| 30D | +19.0% | -8.8% | +27.8% | +18.2% |
| 3M | +50.0% | -41.9% | +91.9% | +44.3% |
| 6M | +79.1% | -61.2% | +140.3% | +67.5% |
| YTD | +140.3% | -46.2% | +186.5% | +134.0% |
| 1Y | +148.3% | -65.2% | +213.5% | +134.0% |
| All | +191.2% | -94.4% | +285.6% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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