+18.6%
DIA vs UVXY
-70.9%
+89.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -0.2% | -5.0% | +4.8% | -0.7% |
| 30D | -1.5% | -20.5% | +19.0% | -3.8% |
| 3M | +3.8% | -36.6% | +40.3% | -0.4% |
| 6M | +10.3% | -56.9% | +67.2% | +3.0% |
| YTD | +12.1% | -51.2% | +63.3% | +6.8% |
| 1Y | +18.6% | -69.8% | +88.4% | +9.6% |
| All | +18.6% | -70.9% | +89.5% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling