+143.3%
DELL vs UVXY
-70.8%
+214.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -14.1% | +5.3% | -12.3% |
| 7D | -24.6% | -6.3% | -18.3% | -25.2% |
| 30D | -32.5% | -2.7% | -29.8% | -31.7% |
| 3M | -20.2% | -29.9% | +9.7% | -24.0% |
| 6M | +76.5% | -56.5% | +133.0% | +55.7% |
| YTD | +198.9% | -54.8% | +253.7% | +186.6% |
| 1Y | +143.3% | -70.5% | +213.9% | +107.6% |
| All | +143.3% | -70.8% | +214.1% | +107.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling