+203.8%
DHR vs UVXY
-100.0%
+303.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.9% |
| 7D | -3.6% | +2.8% | -6.4% | -3.3% |
| 30D | -2.7% | -11.4% | +8.6% | -3.8% |
| 3M | +10.9% | -41.5% | +52.4% | +5.4% |
| 6M | +3.0% | -61.0% | +64.1% | -5.0% |
| YTD | -12.2% | -49.8% | +37.6% | -15.9% |
| 1Y | +3.3% | -66.4% | +69.8% | -4.0% |
| 3Y | -8.2% | -94.8% | +86.6% | -19.5% |
| 5Y | -29.9% | -99.7% | +69.8% | -48.9% |
| All | +203.8% | -100.0% | +303.8% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling