+39.0%
DVN vs UVXY
-70.8%
+109.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -14.1% | +6.8% | -6.1% |
| 7D | -13.9% | -6.3% | -7.7% | -13.4% |
| 30D | -8.0% | -2.7% | -5.3% | -7.9% |
| 3M | +0.8% | -29.9% | +30.7% | +3.4% |
| 6M | -12.8% | -56.5% | +43.7% | -8.5% |
| YTD | +22.7% | -54.8% | +77.5% | +30.4% |
| 1Y | +39.0% | -70.5% | +109.5% | +44.8% |
| All | +39.0% | -70.8% | +109.8% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling