+1,365.2%
DAL vs UVXY
-100.0%
+1,465.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.1% | +8.1% | -2.3% |
| 7D | +2.3% | +2.3% | 0.0% | +4.6% |
| 30D | +14.3% | +4.0% | +10.3% | +18.0% |
| 3M | +1.3% | -21.6% | +22.9% | +0.5% |
| 6M | +29.3% | -55.1% | +84.3% | +19.4% |
| YTD | +33.0% | -53.7% | +86.7% | +28.0% |
| 1Y | +59.8% | -66.7% | +126.6% | +47.5% |
| 3Y | +177.2% | -94.6% | +271.8% | +141.0% |
| 5Y | +118.4% | -99.6% | +217.9% | +57.3% |
| 10Y | +121.4% | -100.0% | +221.4% | +10.2% |
| All | +1,365.2% | -100.0% | +1,465.2% | +228.5% |
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 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