-100.0%
UVXY vs DPZ
+1,592.0%
-1,692.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.1% | +6.9% |
| 7D | -22.1% | +2.2% | -24.3% | -20.1% |
| 30D | +8.2% | +15.5% | -7.3% | +29.9% |
| 3M | -12.3% | -2.0% | -10.3% | -15.2% |
| 6M | -51.0% | +12.1% | -63.1% | -44.2% |
| YTD | -49.9% | -16.6% | -33.3% | -60.7% |
| 1Y | -67.7% | -14.6% | -53.2% | -73.8% |
| 3Y | -94.1% | -4.1% | -90.0% | -93.2% |
| 5Y | -99.5% | -28.3% | -71.2% | -99.5% |
| 10Y | -100.0% | +141.3% | -241.3% | -100.0% |
| All | -100.0% | +1,592.0% | -1,692.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling