+1,182.7%
DAL vs UVXY
-100.0%
+1,282.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.9% |
| 7D | +0.1% | -5.0% | +5.1% | -0.6% |
| 30D | -13.9% | -20.5% | +6.6% | -16.8% |
| 3M | +1.1% | -36.6% | +37.7% | -4.6% |
| 6M | +26.2% | -56.9% | +83.2% | +15.3% |
| YTD | +16.4% | -51.2% | +67.6% | +9.8% |
| 1Y | +33.9% | -69.8% | +103.6% | +19.8% |
| 3Y | +93.4% | -95.1% | +188.4% | +64.5% |
| 5Y | +106.4% | -99.7% | +206.0% | +41.6% |
| 10Y | +143.0% | -100.0% | +243.0% | +17.6% |
| All | +1,182.7% | -100.0% | +1,282.7% | +181.9% |
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