+57.9%
DLR vs UVXY
-94.8%
+152.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.5% | +1.1% |
| 7D | +0.1% | +2.8% | -2.7% | +0.4% |
| 30D | -4.3% | -11.4% | +7.1% | -5.3% |
| 3M | +3.8% | -41.5% | +45.3% | -1.0% |
| 6M | +5.8% | -61.0% | +66.9% | -1.9% |
| YTD | +23.5% | -49.8% | +73.4% | +18.6% |
| 1Y | +11.1% | -66.4% | +77.5% | +3.7% |
| 3Y | +57.9% | -94.8% | +152.6% | +37.0% |
| All | +57.9% | -94.8% | +152.7% | +37.0% |
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 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