+57.3%
DIA vs UVXY
-94.4%
+151.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -0.2% |
| 7D | -3.0% | +11.0% | -14.0% | -2.0% |
| 30D | -3.0% | -8.8% | +5.8% | -3.7% |
| 3M | +4.5% | -41.9% | +46.4% | -0.1% |
| 6M | +9.8% | -61.2% | +71.0% | +2.2% |
| YTD | +9.3% | -46.2% | +55.5% | +5.9% |
| 1Y | +16.0% | -65.2% | +81.2% | +9.2% |
| All | +57.3% | -94.4% | +151.8% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling