-5.2%
DASH vs UVXY
-99.9%
+94.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.6% |
| 7D | +0.4% | +19.4% | -19.0% | +6.6% |
| 30D | -6.0% | +42.6% | -48.6% | +3.9% |
| 3M | -15.8% | +7.1% | -22.8% | -11.7% |
| 6M | +7.0% | -36.5% | +43.5% | +2.8% |
| YTD | -20.7% | -35.8% | +15.1% | -20.4% |
| 1Y | -8.5% | -58.4% | +49.9% | -15.2% |
| 3Y | +101.8% | -92.9% | +194.7% | +62.8% |
| 5Y | -9.6% | -99.4% | +89.8% | -49.2% |
| All | -5.2% | -99.9% | +94.7% | -58.5% |
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