-61.2%
UVXY vs DUOL
+44.6%
-105.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +0.9% | +5.2% |
| 7D | +11.0% | -8.6% | +19.6% | +10.8% |
| 30D | -8.8% | +7.2% | -16.0% | -8.6% |
| 3M | -41.9% | +19.1% | -61.0% | -40.2% |
| 6M | -61.2% | +52.5% | -113.7% | -52.3% |
| All | -61.2% | +44.6% | -105.7% | -52.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling