-0.2%
DASH vs UVXY
-99.7%
+99.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.3% | -7.6% | -4.9% |
| 7D | -11.2% | -4.7% | -6.4% | -12.0% |
| 30D | -7.3% | -17.1% | +9.8% | -10.6% |
| 3M | +31.4% | -39.9% | +71.4% | +20.6% |
| 6M | +11.9% | -66.9% | +78.7% | -6.6% |
| YTD | -11.5% | -50.1% | +38.6% | -18.2% |
| 1Y | -20.0% | -68.3% | +48.3% | -30.9% |
| 3Y | +143.9% | -95.0% | +238.9% | +80.1% |
| 5Y | -0.2% | -99.7% | +99.4% | -55.4% |
| All | -0.2% | -99.7% | +99.4% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling