+475.0%
DINO vs UVXY
-100.0%
+575.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -0.8% |
| 7D | +2.3% | +2.8% | -0.5% | +2.7% |
| 30D | +22.6% | -11.4% | +34.0% | +20.9% |
| 3M | +55.2% | -41.5% | +96.7% | +45.5% |
| 6M | +93.8% | -61.0% | +154.8% | +73.5% |
| YTD | +139.5% | -49.8% | +189.4% | +125.0% |
| 1Y | +115.3% | -66.4% | +181.8% | +94.4% |
| 3Y | +98.8% | -94.8% | +193.6% | +66.7% |
| 5Y | +333.5% | -99.7% | +433.2% | +181.7% |
| All | +475.0% | -100.0% | +575.0% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling