+2,632.1%
DXCM vs UVXY
-100.0%
+2,732.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.8% |
| 7D | +4.9% | -22.1% | +27.0% | +2.2% |
| 30D | -0.2% | +8.2% | -8.3% | +2.7% |
| 3M | -8.9% | -12.3% | +3.4% | -8.5% |
| 6M | +42.3% | -51.0% | +93.3% | +34.4% |
| YTD | +25.6% | -49.9% | +75.5% | +21.9% |
| 1Y | +39.5% | -67.7% | +107.3% | +29.0% |
| 3Y | -15.3% | -94.1% | +78.8% | -26.2% |
| 5Y | -48.4% | -99.5% | +51.1% | -61.9% |
| 10Y | +411.4% | -100.0% | +511.4% | +162.0% |
| All | +2,632.1% | -100.0% | +2,732.1% | +515.3% |
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