-94.8%
UVXY vs DBX
+27.0%
-121.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.2% | -5.5% |
| 7D | +2.8% | +2.1% | +0.7% | +4.7% |
| 30D | -11.4% | +5.7% | -17.1% | -6.7% |
| 3M | -41.5% | +31.8% | -73.3% | -25.2% |
| 6M | -61.0% | +37.5% | -98.5% | -49.0% |
| YTD | -49.8% | +27.9% | -77.8% | -39.5% |
| 1Y | -66.4% | +15.0% | -81.5% | -64.0% |
| 3Y | -94.8% | +27.2% | -121.9% | -88.7% |
| All | -94.8% | +27.0% | -121.8% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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