-100.0%
UVXY vs DG
+299.1%
-399.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.1% | -5.6% |
| 7D | +2.8% | -6.5% | +9.3% | -2.8% |
| 30D | -11.4% | +4.2% | -15.5% | -7.7% |
| 3M | -41.5% | +9.5% | -51.0% | -36.1% |
| 6M | -61.0% | -13.1% | -47.9% | -64.4% |
| YTD | -49.8% | -4.8% | -45.0% | -50.1% |
| 1Y | -66.4% | +20.6% | -87.1% | -57.6% |
| 3Y | -94.8% | +4.9% | -99.7% | -94.8% |
| 5Y | -99.7% | -37.9% | -61.8% | -99.8% |
| 10Y | -100.0% | +102.2% | -202.2% | -100.0% |
| All | -100.0% | +299.1% | -399.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling