-100.0%
UVXY vs DECK
+874.1%
-974.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -3.5% |
| 7D | +19.4% | +5.8% | +13.6% | +28.4% |
| 30D | +42.6% | +7.9% | +34.7% | +57.5% |
| 3M | +7.1% | -11.4% | +18.5% | -3.7% |
| 6M | -36.5% | -16.6% | -20.0% | -45.7% |
| YTD | -35.8% | -16.4% | -19.4% | -41.1% |
| 1Y | -58.4% | +8.6% | -67.1% | -48.8% |
| 3Y | -92.9% | -15.1% | -77.8% | -89.3% |
| 5Y | -99.4% | +22.9% | -122.3% | -97.9% |
| All | -100.0% | +874.1% | -974.1% | -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