+50.2%
XLE vs UVXY
-64.4%
+114.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -0.7% |
| 7D | +0.5% | +11.0% | -10.5% | +0.3% |
| 30D | +6.6% | -8.8% | +15.3% | +6.7% |
| 3M | +12.3% | -41.9% | +54.2% | +12.8% |
| 6M | +18.4% | -61.2% | +79.6% | +19.0% |
| YTD | +47.2% | -46.2% | +93.4% | +50.8% |
| All | +50.2% | -64.4% | +114.7% | +51.5% |
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