-94.8%
UVXY vs DUOL
-9.6%
-85.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -7.3% |
| 7D | +2.8% | -7.0% | +9.8% | -0.9% |
| 30D | -11.4% | +6.7% | -18.1% | -8.1% |
| 3M | -41.5% | +16.0% | -57.5% | -36.5% |
| 6M | -61.0% | +45.4% | -106.5% | -50.6% |
| YTD | -49.8% | -18.1% | -31.7% | -54.3% |
| 1Y | -66.4% | -53.6% | -12.9% | -77.9% |
| 3Y | -94.8% | -11.0% | -83.8% | -91.2% |
| All | -94.8% | -9.6% | -85.1% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 3y: compounded portfolio wealth divided by compounded DUOL 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…
3y analysis · Full analysis span regression · 6 months rolling