+64.1%
DIA vs UVXY
-99.7%
+163.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.7% | +0.3% |
| 7D | -1.6% | +2.8% | -4.3% | -1.2% |
| 30D | -2.0% | -11.4% | +9.3% | -3.1% |
| 3M | +3.6% | -41.5% | +45.1% | -1.4% |
| 6M | +11.5% | -61.0% | +72.6% | +3.0% |
| YTD | +10.4% | -49.8% | +60.2% | +5.8% |
| 1Y | +15.6% | -66.4% | +82.0% | +7.6% |
| 3Y | +58.9% | -94.8% | +153.6% | +38.7% |
| All | +64.1% | -99.7% | +163.8% | +14.5% |
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