+499.9%
DDOG vs UVXY
-100.0%
+599.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.5% | +4.6% | +7.6% |
| 7D | +7.7% | +2.3% | +5.4% | +8.1% |
| 30D | -13.6% | -15.0% | +1.4% | -16.1% |
| 3M | -0.9% | -39.8% | +38.9% | -9.1% |
| 6M | +75.2% | -60.0% | +135.3% | +51.7% |
| YTD | +65.7% | -48.8% | +114.5% | +53.6% |
| 1Y | +60.4% | -67.3% | +127.7% | +39.9% |
| 3Y | +130.7% | -94.8% | +225.5% | +83.1% |
| 5Y | +59.9% | -99.7% | +159.6% | -6.7% |
| All | +499.9% | -100.0% | +599.9% | +179.2% |
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