+561.9%
DIA vs UVXY
-100.0%
+661.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -0.5% |
| 7D | -1.2% | +2.3% | -3.5% | -1.0% |
| 30D | -2.7% | -15.0% | +12.3% | -4.2% |
| 3M | +3.3% | -39.8% | +43.1% | -1.2% |
| 6M | +10.4% | -60.0% | +70.5% | +2.6% |
| YTD | +10.0% | -48.8% | +58.8% | +5.8% |
| 1Y | +16.2% | -67.3% | +83.5% | +8.1% |
| 3Y | +58.7% | -94.8% | +153.6% | +40.1% |
| 5Y | +63.6% | -99.7% | +163.2% | +21.9% |
| 10Y | +251.0% | -100.0% | +351.0% | +98.5% |
| All | +561.9% | -100.0% | +661.9% | +98.0% |
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