-100.0%
UVXY vs DRI
+840.6%
-940.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | -0.3% |
| 7D | -4.7% | -1.2% | -3.5% | -6.2% |
| 30D | -17.1% | -0.4% | -16.7% | -17.5% |
| 3M | -39.9% | +9.5% | -49.4% | -32.2% |
| 6M | -66.9% | +6.5% | -73.3% | -63.6% |
| YTD | -50.1% | +18.4% | -68.5% | -35.6% |
| 1Y | -68.3% | +4.2% | -72.5% | -65.9% |
| 3Y | -95.0% | +57.1% | -152.0% | -87.8% |
| 5Y | -99.7% | +70.4% | -170.1% | -98.7% |
| 10Y | -100.0% | +354.0% | -454.0% | -100.0% |
| All | -100.0% | +840.6% | -940.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling