+143.9%
DASH vs UVXY
-95.1%
+239.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.3% | -7.6% | -5.0% |
| 7D | -11.2% | -4.7% | -6.4% | -11.7% |
| 30D | -7.3% | -17.1% | +9.8% | -9.6% |
| 3M | +31.4% | -39.9% | +71.4% | +23.8% |
| 6M | +11.9% | -66.9% | +78.7% | -1.1% |
| YTD | -11.5% | -50.1% | +38.6% | -16.2% |
| 1Y | -20.0% | -68.3% | +48.3% | -27.5% |
| 3Y | +143.9% | -95.0% | +238.9% | +86.1% |
| All | +143.9% | -95.1% | +239.0% | +86.1% |
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 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