+1,107.0%
DHR vs UVXY
-100.0%
+1,207.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.3% | -1.6% |
| 7D | -5.0% | +11.0% | -16.0% | -4.0% |
| 30D | -3.3% | -8.8% | +5.4% | -4.1% |
| 3M | +9.4% | -41.9% | +51.3% | +4.2% |
| 6M | +3.2% | -61.2% | +64.3% | -4.5% |
| YTD | -12.0% | -46.2% | +34.2% | -14.9% |
| 1Y | +4.9% | -65.2% | +70.1% | -1.8% |
| 3Y | -7.4% | -94.6% | +87.2% | -17.7% |
| 5Y | -29.8% | -99.7% | +69.9% | -47.2% |
| 10Y | +209.1% | -100.0% | +309.1% | +73.5% |
| All | +1,107.0% | -100.0% | +1,207.0% | +196.8% |
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