+112.2%
DT vs UVXY
-100.0%
+212.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +1.1% |
| 7D | -0.5% | +2.3% | -2.8% | -0.1% |
| 30D | +0.1% | -15.0% | +15.1% | -2.7% |
| 3M | +24.1% | -39.8% | +63.9% | +14.4% |
| 6M | +30.1% | -60.0% | +90.2% | +13.1% |
| YTD | +16.8% | -48.8% | +65.6% | +8.3% |
| 1Y | -0.1% | -67.3% | +67.2% | -13.0% |
| 3Y | +6.8% | -94.8% | +101.7% | -17.3% |
| 5Y | -28.4% | -99.7% | +71.3% | -60.7% |
| All | +112.2% | -100.0% | +212.1% | -6.3% |
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