-100.0%
UVXY vs DAR
+366.1%
-466.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.9% | -4.9% | -9.0% |
| 7D | +2.8% | -0.1% | +2.9% | +2.5% |
| 30D | -11.4% | +2.6% | -14.0% | -9.3% |
| 3M | -41.5% | +14.2% | -55.7% | -32.1% |
| 6M | -61.0% | +17.2% | -78.2% | -53.3% |
| YTD | -49.8% | +80.9% | -130.7% | +3.4% |
| 1Y | -66.4% | +104.0% | -170.4% | -18.2% |
| 3Y | -94.8% | +3.6% | -98.4% | -93.4% |
| 5Y | -99.7% | -7.8% | -91.9% | -99.5% |
| All | -100.0% | +366.1% | -466.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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