+125.6%
DAL vs UVXY
-100.0%
+225.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.3% |
| 7D | +10.7% | -3.3% | +14.0% | +12.6% |
| 30D | +12.5% | +12.0% | +0.5% | +18.1% |
| 3M | +3.6% | -15.5% | +19.1% | +3.9% |
| 6M | +26.7% | -49.4% | +76.1% | +17.8% |
| YTD | +34.3% | -49.1% | +83.4% | +30.3% |
| 1Y | +59.1% | -63.7% | +122.8% | +46.8% |
| 3Y | +179.9% | -94.1% | +274.0% | +139.6% |
| 5Y | +119.1% | -99.6% | +218.7% | +48.6% |
| 10Y | +125.6% | -100.0% | +225.6% | +5.4% |
| All | +125.6% | -100.0% | +225.6% | +5.4% |
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