+58.3%
XLE vs UVXY
-94.7%
+153.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +1.0% |
| 7D | +0.3% | +2.3% | -2.0% | +0.5% |
| 30D | +8.5% | -15.0% | +23.5% | +7.5% |
| 3M | +14.6% | -39.8% | +54.4% | +11.3% |
| 6M | +17.6% | -60.0% | +77.6% | +11.8% |
| YTD | +48.1% | -48.8% | +96.9% | +44.5% |
| 1Y | +53.8% | -67.3% | +121.1% | +46.1% |
| All | +58.3% | -94.7% | +153.0% | +47.5% |
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 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