+5,074.9%
DELL vs UVXY
-100.0%
+5,174.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -6.8% | +18.8% | +10.9% |
| 7D | +8.2% | +2.8% | +5.4% | +8.9% |
| 30D | +17.1% | -11.4% | +28.5% | +15.4% |
| 3M | +45.2% | -41.5% | +86.7% | +34.9% |
| 6M | +286.8% | -61.0% | +347.8% | +243.7% |
| YTD | +354.8% | -49.8% | +404.6% | +329.6% |
| 1Y | +358.3% | -66.4% | +424.7% | +314.3% |
| 3Y | +724.9% | -94.8% | +819.7% | +613.1% |
| 5Y | +1,193.7% | -99.7% | +1,293.4% | +770.3% |
| 10Y | +4,433.8% | -100.0% | +4,533.8% | +2,224.5% |
| All | +5,074.9% | -100.0% | +5,174.9% | +2,588.8% |
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