-100.0%
UVXY vs DAR
+480.5%
-580.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.7% | +6.1% |
| 7D | -4.7% | -0.9% | -3.9% | -6.0% |
| 30D | -17.1% | +13.0% | -30.0% | -3.5% |
| 3M | -39.9% | +15.0% | -54.9% | -28.9% |
| 6M | -66.9% | +26.8% | -93.7% | -55.2% |
| YTD | -50.1% | +86.4% | -136.5% | +14.7% |
| 1Y | -68.3% | +115.1% | -183.4% | -9.9% |
| 3Y | -95.0% | +14.6% | -109.6% | -92.6% |
| 5Y | -99.7% | -8.8% | -90.9% | -99.5% |
| 10Y | -100.0% | +356.5% | -456.5% | -100.0% |
| All | -100.0% | +480.5% | -580.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling