+505.0%
DLR vs UVXY
-100.0%
+605.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | 0.0% |
| 7D | +2.9% | +2.3% | +0.6% | +3.1% |
| 30D | -1.2% | -15.0% | +13.9% | -2.3% |
| 3M | +2.9% | -39.8% | +42.7% | -0.4% |
| 6M | +6.7% | -60.0% | +66.7% | +0.9% |
| YTD | +23.9% | -48.8% | +72.7% | +20.3% |
| 1Y | +18.6% | -67.3% | +85.9% | +12.4% |
| 3Y | +59.7% | -94.8% | +154.5% | +46.2% |
| 5Y | +42.1% | -99.7% | +141.7% | +16.0% |
| 10Y | +176.7% | -100.0% | +276.7% | +83.0% |
| All | +505.0% | -100.0% | +605.0% | +135.3% |
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