+67.3%
DVN vs UVXY
-100.0%
+167.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | -0.8% |
| 7D | +4.5% | +2.8% | +1.7% | +5.1% |
| 30D | +12.0% | -11.4% | +23.3% | +9.7% |
| 3M | +13.4% | -41.5% | +54.9% | +3.5% |
| 6M | +12.1% | -61.0% | +73.2% | -4.1% |
| YTD | +38.8% | -49.8% | +88.7% | +26.6% |
| 1Y | +46.0% | -66.4% | +112.5% | +26.0% |
| 3Y | +9.5% | -94.8% | +104.3% | -15.6% |
| 5Y | +125.3% | -99.7% | +225.0% | +21.1% |
| All | +67.3% | -100.0% | +167.3% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling