-99.7%
UVXY vs DRI
+63.5%
-163.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +3.9% |
| 7D | +11.0% | -4.8% | +15.8% | +4.0% |
| 30D | -8.8% | -5.2% | -3.6% | -15.0% |
| 3M | -41.9% | +2.7% | -44.6% | -39.8% |
| 6M | -61.2% | +3.6% | -64.8% | -58.7% |
| YTD | -46.2% | +15.4% | -61.6% | -32.3% |
| 1Y | -65.2% | +1.3% | -66.5% | -64.3% |
| 3Y | -94.6% | +53.1% | -147.7% | -86.5% |
| 5Y | -99.7% | +64.6% | -164.2% | -98.7% |
| All | -99.7% | +63.5% | -163.1% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling