+29.3%
DAL vs UVXY
-54.0%
+83.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.1% | +8.1% | -2.6% |
| 7D | +2.3% | +2.3% | 0.0% | +4.7% |
| 30D | +14.3% | +4.0% | +10.3% | +18.7% |
| 3M | +1.3% | -21.6% | +22.9% | -1.6% |
| 6M | +29.3% | -55.1% | +84.3% | +10.2% |
| All | +29.3% | -54.0% | +83.3% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling