-100.0%
UVXY vs DPZ
+1,550.5%
-1,650.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +3.9% | +0.1% |
| 7D | -4.7% | -1.5% | -3.3% | -6.4% |
| 30D | -17.1% | -4.4% | -12.6% | -22.0% |
| 3M | -39.9% | +7.6% | -47.6% | -34.6% |
| 6M | -66.9% | -16.9% | -49.9% | -74.2% |
| YTD | -50.1% | -18.6% | -31.5% | -61.9% |
| 1Y | -68.3% | -26.7% | -41.7% | -79.0% |
| 3Y | -95.0% | -9.3% | -85.7% | -94.4% |
| 5Y | -99.7% | -31.0% | -68.7% | -99.7% |
| 10Y | -100.0% | +152.4% | -252.4% | -100.0% |
| All | -100.0% | +1,550.5% | -1,650.5% | -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