-51.0%
UVXY vs DPZ
+11.8%
-62.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.1% | +3.3% |
| 7D | -22.1% | +2.2% | -24.3% | -22.3% |
| 30D | +8.2% | +15.5% | -7.3% | +6.0% |
| 3M | -12.3% | -2.0% | -10.3% | -11.9% |
| 6M | -51.0% | +12.1% | -63.1% | -52.3% |
| All | -51.0% | +11.8% | -62.8% | -52.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling