-61.0%
UVXY vs DTE
-8.7%
-52.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -7.2% |
| 7D | +2.8% | -2.6% | +5.4% | +1.8% |
| 30D | -11.4% | -4.4% | -7.0% | -12.8% |
| 3M | -41.5% | -8.3% | -33.2% | -42.8% |
| 6M | -61.0% | -8.1% | -53.0% | -61.1% |
| All | -61.0% | -8.7% | -52.3% | -61.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling