-69.8%
UVXY vs DRI
+6.9%
-76.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.5% |
| 7D | -5.0% | +0.6% | -5.6% | -4.7% |
| 30D | -20.5% | +3.8% | -24.4% | -19.1% |
| 3M | -36.6% | +13.0% | -49.6% | -32.3% |
| 6M | -56.9% | +8.3% | -65.2% | -54.4% |
| YTD | -51.2% | +20.6% | -71.8% | -46.3% |
| 1Y | -69.8% | +6.5% | -76.2% | -66.3% |
| All | -69.8% | +6.9% | -76.7% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling