-100.0%
UVXY vs DGX
+255.3%
-355.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -4.5% |
| 7D | +2.8% | -0.9% | +3.7% | +1.9% |
| 30D | -11.4% | -1.2% | -10.2% | -12.2% |
| 3M | -41.5% | +15.8% | -57.3% | -29.6% |
| 6M | -61.0% | +18.2% | -79.2% | -51.7% |
| YTD | -49.8% | +37.2% | -87.0% | -23.7% |
| 1Y | -66.4% | +30.4% | -96.8% | -52.5% |
| 3Y | -94.8% | +96.7% | -191.5% | -84.9% |
| 5Y | -99.7% | +67.2% | -166.9% | -99.2% |
| All | -100.0% | +255.3% | -355.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling