-99.5%
UVXY vs DECK
+30.0%
-129.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +4.3% | -24.5% | -16.0% |
| 7D | -5.6% | +6.4% | -12.0% | +2.8% |
| 30D | +12.8% | +9.1% | +3.7% | +26.6% |
| 3M | -14.8% | -7.2% | -7.6% | -18.3% |
| 6M | -49.0% | -9.9% | -39.1% | -51.8% |
| YTD | -48.8% | -12.8% | -36.0% | -49.9% |
| 1Y | -66.4% | +10.6% | -77.0% | -57.6% |
| 3Y | -94.4% | -13.8% | -80.6% | -91.2% |
| 5Y | -99.5% | +27.6% | -127.2% | -99.0% |
| All | -99.5% | +30.0% | -129.5% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling