-100.0%
UVXY vs DBX
+20.9%
-120.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.8% | +6.6% |
| 7D | +11.0% | -1.8% | +12.8% | +8.9% |
| 30D | -8.8% | +2.8% | -11.6% | -5.9% |
| 3M | -41.9% | +26.8% | -68.7% | -26.1% |
| 6M | -61.2% | +32.8% | -93.9% | -49.0% |
| YTD | -46.2% | +26.1% | -72.3% | -32.6% |
| 1Y | -65.2% | +14.1% | -79.3% | -60.3% |
| 3Y | -94.6% | +25.7% | -120.3% | -90.6% |
| 5Y | -99.7% | +11.2% | -110.8% | -99.3% |
| All | -100.0% | +20.9% | -120.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling