+3,800.4%
VLO vs UVXY
-100.0%
+3,900.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +3.6% |
| 7D | +5.8% | -4.7% | +10.5% | +5.1% |
| 30D | +28.3% | -17.1% | +45.4% | +25.4% |
| 3M | +48.7% | -39.9% | +88.7% | +40.1% |
| 6M | +71.9% | -66.9% | +138.8% | +51.2% |
| YTD | +138.7% | -50.1% | +188.8% | +123.7% |
| 1Y | +148.5% | -68.3% | +216.8% | +122.6% |
| 3Y | +192.7% | -95.0% | +287.6% | +144.1% |
| 5Y | +601.6% | -99.7% | +701.3% | +366.7% |
| 10Y | +900.2% | -100.0% | +1,000.2% | +377.7% |
| All | +3,800.4% | -100.0% | +3,900.4% | +528.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling