-70.5%
UVXY vs DG
+45.3%
-115.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +8.5% | -22.6% | -10.9% |
| 7D | -6.3% | +12.3% | -18.6% | -1.7% |
| 30D | -2.7% | +19.3% | -22.0% | +5.0% |
| 3M | -29.9% | +11.9% | -41.8% | -26.1% |
| 6M | -56.5% | +25.0% | -81.5% | -51.1% |
| YTD | -54.8% | +8.7% | -63.5% | -52.3% |
| 1Y | -70.5% | +44.7% | -115.2% | -63.3% |
| All | -70.5% | +45.3% | -115.8% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling