-69.8%
UVXY vs DG
+23.4%
-93.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +1.3% |
| 7D | -5.0% | +8.4% | -13.4% | -1.6% |
| 30D | -20.5% | +4.9% | -25.5% | -18.8% |
| 3M | -36.6% | +29.3% | -65.9% | -27.4% |
| 6M | -56.9% | -11.3% | -45.7% | -58.1% |
| YTD | -51.2% | +1.8% | -53.0% | -49.7% |
| 1Y | -69.8% | +25.3% | -95.1% | -63.7% |
| All | -69.8% | +23.4% | -93.2% | -63.7% |
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