-69.8%
UVXY vs DGX
+33.7%
-103.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -5.0% | -2.3% | -2.7% | -4.8% |
| 30D | -20.5% | +0.6% | -21.1% | -20.6% |
| 3M | -36.6% | +21.4% | -58.0% | -37.1% |
| 6M | -56.9% | +14.7% | -71.6% | -57.1% |
| YTD | -51.2% | +38.4% | -89.7% | -52.2% |
| 1Y | -69.8% | +34.0% | -103.8% | -70.6% |
| All | -69.8% | +33.7% | -103.4% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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