+489.1%
DDOG vs UVXY
-100.0%
+589.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.5% | -1.5% |
| 7D | +3.9% | +2.8% | +1.1% | +4.5% |
| 30D | -8.2% | -11.4% | +3.2% | -10.0% |
| 3M | -5.6% | -41.5% | +35.9% | -13.9% |
| 6M | +73.5% | -61.0% | +134.6% | +49.3% |
| YTD | +62.7% | -49.8% | +112.5% | +50.4% |
| 1Y | +59.0% | -66.4% | +125.4% | +39.4% |
| 3Y | +117.1% | -94.8% | +211.9% | +73.0% |
| 5Y | +61.3% | -99.7% | +161.0% | -7.0% |
| All | +489.1% | -100.0% | +589.1% | +173.4% |
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 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