-100.0%
UVXY vs DECK
+718.3%
-818.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +2.3% |
| 7D | -5.0% | -2.2% | -2.8% | -7.2% |
| 30D | -20.5% | -13.6% | -6.9% | -32.2% |
| 3M | -36.6% | -21.2% | -15.3% | -50.8% |
| 6M | -56.9% | -21.1% | -35.8% | -64.5% |
| YTD | -51.2% | -17.2% | -34.0% | -56.9% |
| 1Y | -69.8% | -30.7% | -39.0% | -77.7% |
| 3Y | -95.1% | -3.4% | -91.7% | -91.5% |
| 5Y | -99.7% | +25.5% | -125.2% | -98.8% |
| All | -100.0% | +718.3% | -818.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling