-99.7%
UVXY vs DPZ
-34.0%
-65.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +3.9% |
| 7D | +11.0% | -8.6% | +19.6% | +2.0% |
| 30D | -8.8% | -11.2% | +2.4% | -18.8% |
| 3M | -41.9% | +1.4% | -43.3% | -41.0% |
| 6M | -61.2% | -19.9% | -41.3% | -69.3% |
| YTD | -46.2% | -23.0% | -23.2% | -58.6% |
| 1Y | -65.2% | -28.2% | -37.0% | -75.2% |
| 3Y | -94.6% | -14.2% | -80.4% | -94.1% |
| 5Y | -99.7% | -33.4% | -66.3% | -99.8% |
| All | -99.7% | -34.0% | -65.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 5y: compounded portfolio wealth divided by compounded DPZ 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…
5y analysis · Full analysis span regression · 6 months rolling