-99.9%
DFNS vs UVXY
-100.0%
+0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.0% |
| 7D | +0.8% | -4.7% | +5.5% | +1.3% |
| 30D | -73.2% | -17.1% | -56.2% | -72.7% |
| 3M | -72.4% | -39.9% | -32.5% | -70.9% |
| 6M | -95.2% | -66.9% | -28.4% | -94.7% |
| YTD | -98.0% | -50.1% | -47.9% | -97.9% |
| 1Y | -98.3% | -68.3% | -29.9% | -98.1% |
| 3Y | -99.9% | -95.0% | -4.9% | -99.9% |
| 5Y | -99.9% | -99.7% | -0.2% | -99.9% |
| All | -99.9% | -100.0% | +0.1% | -99.8% |
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