+63.2%
DHI vs UVXY
-99.7%
+162.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.5% | +0.9% |
| 7D | -3.4% | +2.8% | -6.2% | -3.0% |
| 30D | -5.4% | -11.4% | +5.9% | -6.6% |
| 3M | -10.4% | -41.5% | +31.1% | -15.4% |
| 6M | -2.8% | -61.0% | +58.3% | -11.2% |
| YTD | -3.4% | -49.8% | +46.4% | -8.0% |
| 1Y | -22.9% | -66.4% | +43.5% | -29.1% |
| 3Y | +20.7% | -94.8% | +115.5% | +1.7% |
| All | +63.2% | -99.7% | +162.9% | +0.3% |
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