-100.0%
UVXY vs DOV
+300.2%
-400.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -4.7% |
| 7D | +2.8% | -2.0% | +4.8% | -1.5% |
| 30D | -11.4% | -8.9% | -2.5% | -28.2% |
| 3M | -41.5% | -13.3% | -28.3% | -56.8% |
| 6M | -61.0% | -9.7% | -51.4% | -66.9% |
| YTD | -49.8% | -2.5% | -47.4% | -46.7% |
| 1Y | -66.4% | +7.2% | -73.7% | -55.3% |
| 3Y | -94.8% | +39.4% | -134.2% | -78.7% |
| 5Y | -99.7% | +15.8% | -115.5% | -98.7% |
| All | -100.0% | +300.2% | -400.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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