-100.0%
UVXY vs DECK
+507.5%
-607.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.4% | -1.5% | +46.9% | +43.8% |
| 7D | +41.0% | +6.0% | +34.9% | +51.8% |
| 30D | +46.9% | +7.4% | +39.5% | +61.0% |
| 3M | +7.0% | -11.7% | +18.7% | -3.4% |
| 6M | -37.0% | -11.0% | -26.0% | -41.7% |
| YTD | -34.3% | -15.4% | -18.9% | -38.5% |
| 1Y | -54.8% | +7.2% | -62.0% | -45.5% |
| 3Y | -93.1% | -11.8% | -81.2% | -89.4% |
| 5Y | -99.4% | +24.3% | -123.7% | -98.0% |
| 10Y | -100.0% | +907.5% | -1,007.5% | -100.0% |
| All | -100.0% | +507.5% | -607.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling