-100.0%
UVXY vs DTE
+137.8%
-237.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -8.7% |
| 7D | +2.8% | -2.6% | +5.4% | -1.0% |
| 30D | -11.4% | -4.4% | -7.0% | -17.1% |
| 3M | -41.5% | -8.3% | -33.2% | -48.7% |
| 6M | -61.0% | -8.1% | -53.0% | -65.4% |
| YTD | -49.8% | +4.4% | -54.3% | -46.7% |
| 1Y | -66.4% | +0.2% | -66.6% | -66.3% |
| 3Y | -94.8% | +42.6% | -137.4% | -90.3% |
| 5Y | -99.7% | +31.5% | -131.2% | -99.4% |
| All | -100.0% | +137.8% | -237.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling