+48.1%
XOP vs UVXY
-100.0%
+148.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.9% |
| 7D | +1.0% | +2.3% | -1.3% | +1.3% |
| 30D | +10.8% | -15.0% | +25.9% | +8.3% |
| 3M | +19.5% | -39.8% | +59.3% | +11.2% |
| 6M | +21.6% | -60.0% | +81.6% | +7.3% |
| YTD | +55.8% | -48.8% | +104.7% | +44.8% |
| 1Y | +54.6% | -67.3% | +121.9% | +36.5% |
| 3Y | +36.6% | -94.8% | +131.5% | +10.8% |
| 5Y | +160.6% | -99.7% | +260.3% | +62.8% |
| 10Y | +56.2% | -100.0% | +156.2% | -35.8% |
| All | +48.1% | -100.0% | +148.1% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling