-21.2%
DXCM vs UVXY
-94.4%
+73.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +1.2% |
| 7D | -5.8% | +11.0% | -16.8% | -4.9% |
| 30D | -5.6% | -8.8% | +3.2% | -6.3% |
| 3M | +13.0% | -41.9% | +54.9% | +8.2% |
| 6M | +24.7% | -61.2% | +85.8% | +16.4% |
| YTD | +27.3% | -46.2% | +73.5% | +23.4% |
| 1Y | +11.2% | -65.2% | +76.4% | +4.9% |
| All | -21.2% | -94.4% | +73.2% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling