-94.8%
UVXY vs DKS
+29.1%
-123.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.2% | -5.6% |
| 7D | +2.8% | -3.0% | +5.8% | +0.5% |
| 30D | -11.4% | -33.4% | +22.0% | -37.3% |
| 3M | -41.5% | -39.4% | -2.1% | -62.7% |
| 6M | -61.0% | -30.1% | -30.9% | -70.1% |
| YTD | -49.8% | -31.0% | -18.9% | -61.0% |
| 1Y | -66.4% | -40.2% | -26.3% | -77.0% |
| 3Y | -94.8% | +30.9% | -125.7% | -88.7% |
| All | -94.8% | +29.1% | -123.9% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 3y: compounded portfolio wealth divided by compounded DKS 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…
3y analysis · Full analysis span regression · 6 months rolling