-69.8%
UVXY vs DD
+41.5%
-111.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +1.1% |
| 7D | -5.0% | -3.5% | -1.5% | -8.7% |
| 30D | -20.5% | -10.3% | -10.2% | -29.7% |
| 3M | -36.6% | -7.5% | -29.0% | -40.6% |
| 6M | -56.9% | -8.0% | -48.9% | -57.5% |
| YTD | -51.2% | +10.5% | -61.7% | -40.7% |
| 1Y | -69.8% | +38.3% | -108.0% | -50.9% |
| All | -69.8% | +41.5% | -111.3% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling