+101.5%
DAL vs UVXY
-95.5%
+197.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.9% |
| 7D | +0.1% | -5.0% | +5.1% | -0.8% |
| 30D | -13.9% | -20.5% | +6.6% | -17.6% |
| 3M | +1.1% | -36.6% | +37.7% | -6.1% |
| 6M | +26.2% | -56.9% | +83.2% | +12.3% |
| YTD | +16.4% | -51.2% | +67.6% | +7.7% |
| 1Y | +33.9% | -69.8% | +103.6% | +16.2% |
| All | +101.5% | -95.5% | +197.0% | +57.2% |
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