-39.9%
UVXY vs DG
+24.0%
-63.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.3% | +1.6% |
| 7D | -4.7% | -2.5% | -2.3% | -5.1% |
| 30D | -17.1% | +1.0% | -18.1% | -16.9% |
| 3M | -39.9% | +20.3% | -60.2% | -34.9% |
| All | -39.9% | +24.0% | -63.9% | -34.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling