-70.5%
UVXY vs DRI
+34.0%
-104.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +5.1% | -19.2% | -12.0% |
| 7D | -6.3% | +6.5% | -12.8% | -3.5% |
| 30D | -2.7% | +16.4% | -19.1% | +3.5% |
| 3M | -29.9% | +13.6% | -43.6% | -25.7% |
| 6M | -56.5% | +22.0% | -78.5% | -51.5% |
| YTD | -54.8% | +29.3% | -84.1% | -50.0% |
| 1Y | -70.5% | +32.0% | -102.6% | -66.6% |
| All | -70.5% | +34.0% | -104.5% | -66.6% |
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