-100.0%
UVXY vs DKS
+516.7%
-616.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.2% | -4.5% |
| 7D | +2.8% | -2.0% | +4.8% | +1.1% |
| 30D | -11.4% | -32.7% | +21.4% | -39.8% |
| 3M | -41.5% | -38.8% | -2.7% | -64.0% |
| 6M | -61.0% | -29.4% | -31.6% | -71.6% |
| YTD | -49.8% | -30.3% | -19.5% | -62.9% |
| 1Y | -66.4% | -39.6% | -26.8% | -77.8% |
| 3Y | -94.8% | +32.2% | -127.0% | -89.0% |
| 5Y | -99.7% | +15.1% | -114.8% | -99.2% |
| 10Y | -100.0% | +204.9% | -304.9% | -100.0% |
| All | -100.0% | +516.7% | -616.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling