+11.7%
DASH vs UVXY
-99.9%
+111.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.5% |
| 7D | -10.6% | -5.0% | -5.6% | -11.4% |
| 30D | +2.2% | -20.5% | +22.7% | -2.3% |
| 3M | +32.3% | -36.6% | +68.9% | +22.8% |
| 6M | +19.1% | -56.9% | +76.0% | +5.3% |
| YTD | -6.5% | -51.2% | +44.7% | -14.0% |
| 1Y | -14.9% | -69.8% | +54.9% | -27.1% |
| 3Y | +151.9% | -95.1% | +247.0% | +88.3% |
| 5Y | +9.4% | -99.7% | +109.1% | -45.9% |
| All | +11.7% | -99.9% | +111.7% | -55.1% |
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 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