+49.9%
XLE vs UVXY
-70.8%
+120.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -14.1% | +9.4% | -4.0% |
| 7D | -7.2% | -6.3% | -0.9% | -6.9% |
| 30D | +0.1% | -2.7% | +2.8% | +0.2% |
| 3M | +9.2% | -29.9% | +39.1% | +10.7% |
| 6M | +8.4% | -56.5% | +64.9% | +11.4% |
| YTD | +44.9% | -54.8% | +99.7% | +50.4% |
| 1Y | +49.9% | -70.5% | +120.4% | +53.2% |
| All | +49.9% | -70.8% | +120.6% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling