-100.0%
UVXY vs DLTR
+225.1%
-325.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +4.9% | +5.4% |
| 7D | +11.0% | -9.4% | +20.5% | +0.1% |
| 30D | -8.8% | -7.3% | -1.4% | -16.0% |
| 3M | -41.9% | +7.6% | -49.5% | -36.7% |
| 6M | -61.2% | +1.6% | -62.8% | -59.1% |
| YTD | -46.2% | -3.5% | -42.7% | -45.9% |
| 1Y | -65.2% | +20.0% | -85.2% | -53.2% |
| 3Y | -94.6% | +2.3% | -96.8% | -92.7% |
| 5Y | -99.7% | +31.5% | -131.2% | -99.2% |
| 10Y | -100.0% | +45.4% | -145.4% | -100.0% |
| All | -100.0% | +225.1% | -325.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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