-66.4%
UVXY vs DG
+19.2%
-85.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.1% | -6.2% |
| 7D | +2.8% | -6.5% | +9.3% | 0.0% |
| 30D | -11.4% | +4.2% | -15.5% | -9.4% |
| 3M | -41.5% | +9.5% | -51.0% | -38.1% |
| 6M | -61.0% | -13.1% | -47.9% | -62.6% |
| YTD | -49.8% | -4.8% | -45.0% | -49.8% |
| 1Y | -66.4% | +20.6% | -87.1% | -60.5% |
| All | -66.4% | +19.2% | -85.6% | -60.5% |
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