-99.9%
DFNS vs UVXY
-99.6%
-0.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.6% | +0.8% |
| 7D | -3.3% | +11.0% | -14.4% | -4.7% |
| 30D | -73.1% | -8.8% | -64.3% | -72.8% |
| 3M | -71.4% | -41.9% | -29.5% | -69.2% |
| 6M | -93.8% | -61.2% | -32.7% | -93.1% |
| YTD | -98.0% | -46.2% | -51.8% | -98.0% |
| 1Y | -98.2% | -65.2% | -33.0% | -98.0% |
| 3Y | -99.9% | -94.6% | -5.3% | -99.9% |
| 5Y | -99.9% | -99.7% | -0.2% | -99.9% |
| All | -99.9% | -99.6% | -0.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling