+55.0%
XOP vs UVXY
-100.0%
+155.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -0.9% |
| 7D | +2.6% | +2.8% | -0.2% | +3.1% |
| 30D | +9.6% | -11.4% | +21.0% | +7.7% |
| 3M | +20.4% | -41.5% | +61.9% | +11.3% |
| 6M | +19.9% | -61.0% | +81.0% | +4.9% |
| YTD | +56.4% | -49.8% | +106.2% | +44.7% |
| 1Y | +52.4% | -66.4% | +118.9% | +34.5% |
| 3Y | +39.9% | -94.8% | +134.7% | +12.1% |
| 5Y | +163.7% | -99.7% | +263.4% | +55.2% |
| All | +55.0% | -100.0% | +155.0% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling