+183.5%
DAL vs UVXY
-94.0%
+277.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -20.2% | +25.5% | +1.4% |
| 7D | +10.0% | -5.6% | +15.6% | +11.5% |
| 30D | +12.0% | +12.8% | -0.8% | +18.2% |
| 3M | +0.8% | -14.8% | +15.6% | +1.0% |
| 6M | +26.2% | -49.0% | +75.2% | +16.3% |
| YTD | +33.7% | -48.8% | +82.5% | +28.9% |
| 1Y | +57.6% | -66.4% | +124.0% | +41.8% |
| 3Y | +183.5% | -94.4% | +277.9% | +154.5% |
| All | +183.5% | -94.0% | +277.5% | +154.5% |
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