-6.6%
DUK vs UVXY
-62.8%
+56.2%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | +0.2% |
| 7D | -0.7% | +2.8% | -3.5% | -0.7% |
| 30D | -2.4% | -11.4% | +8.9% | -2.3% |
| 3M | -3.0% | -41.5% | +38.5% | -2.5% |
| 6M | -6.6% | -61.0% | +54.5% | -6.6% |
| All | -6.6% | -62.8% | +56.2% | -6.6% |
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