-22.3%
DRAM vs UVXY
-49.9%
+27.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.7% | -6.6% | -1.1% |
| 7D | +7.9% | -22.1% | +30.0% | -2.4% |
| 30D | -15.4% | +8.2% | -23.6% | -1.7% |
| 3M | -25.5% | -12.3% | -13.2% | -25.0% |
| 6M | -22.3% | -51.0% | +28.7% | -48.1% |
| All | -22.3% | -49.9% | +27.6% | -48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling