-8.9%
DASH vs UVXY
-99.9%
+91.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.6% | -2.3% |
| 7D | -4.1% | -26.5% | +22.4% | -9.3% |
| 30D | -10.6% | +8.8% | -19.5% | -5.8% |
| 3M | -18.8% | -14.7% | -4.1% | -18.2% |
| 6M | +11.2% | -51.5% | +62.7% | +1.9% |
| YTD | -23.8% | -51.7% | +27.9% | -27.4% |
| 1Y | -12.2% | -65.7% | +53.5% | -21.2% |
| 3Y | +97.3% | -94.4% | +191.7% | +52.8% |
| 5Y | -29.8% | -99.5% | +69.7% | -62.4% |
| All | -8.9% | -99.9% | +91.0% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling