+2,782.0%
DXCM vs UVXY
-100.0%
+2,882.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -1.9% |
| 7D | -3.2% | -5.0% | +1.8% | -3.8% |
| 30D | +6.3% | -20.5% | +26.9% | +3.5% |
| 3M | +21.1% | -36.6% | +57.7% | +15.5% |
| 6M | +20.6% | -56.9% | +77.5% | +11.8% |
| YTD | +32.4% | -51.2% | +83.7% | +25.6% |
| 1Y | +8.8% | -69.8% | +78.6% | -1.2% |
| 3Y | -13.7% | -95.1% | +81.3% | -27.1% |
| 5Y | -35.2% | -99.7% | +64.5% | -54.6% |
| 10Y | +281.8% | -100.0% | +381.8% | +89.6% |
| All | +2,782.0% | -100.0% | +2,882.0% | +534.3% |
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