-100.0%
UVXY vs DD
+399.5%
-499.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | -2.7% |
| 7D | +2.3% | -3.8% | +6.1% | -5.3% |
| 30D | -15.0% | -9.2% | -5.8% | -29.8% |
| 3M | -39.8% | -9.0% | -30.8% | -48.9% |
| 6M | -60.0% | -5.0% | -55.1% | -61.8% |
| YTD | -48.8% | +7.4% | -56.2% | -34.9% |
| 1Y | -67.3% | +35.1% | -102.4% | -31.1% |
| 3Y | -94.8% | +43.2% | -138.1% | -80.0% |
| 5Y | -99.7% | +59.6% | -159.3% | -97.5% |
| 10Y | -100.0% | +66.5% | -166.5% | -100.0% |
| All | -100.0% | +399.5% | -499.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling