+117.6%
DDOG vs UVXY
-94.4%
+212.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.2% | -6.7% | -0.8% |
| 7D | +3.2% | +11.0% | -7.8% | +4.8% |
| 30D | -10.2% | -8.8% | -1.4% | -11.3% |
| 3M | -2.6% | -41.9% | +39.3% | -9.7% |
| 6M | +80.1% | -61.2% | +141.3% | +59.3% |
| YTD | +63.0% | -46.2% | +109.2% | +54.8% |
| 1Y | +59.4% | -65.2% | +124.6% | +44.2% |
| All | +117.6% | -94.4% | +212.1% | +88.0% |
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