+60.5%
XOM vs UVXY
-94.8%
+155.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.2% | +0.3% |
| 7D | +4.1% | +2.8% | +1.3% | +4.2% |
| 30D | +4.6% | -11.4% | +15.9% | +4.3% |
| 3M | +14.0% | -41.5% | +55.5% | +12.3% |
| 6M | +11.0% | -61.0% | +72.0% | +8.2% |
| YTD | +40.7% | -49.8% | +90.5% | +39.3% |
| 1Y | +52.3% | -66.4% | +118.8% | +48.8% |
| 3Y | +60.5% | -94.8% | +155.2% | +54.8% |
| All | +60.5% | -94.8% | +155.3% | +54.8% |
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 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