-69.8%
UVXY vs DVA
+35.1%
-104.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -5.0% | +1.8% | -6.8% | -5.0% |
| 30D | -20.5% | -2.5% | -18.0% | -20.5% |
| 3M | -36.6% | -4.3% | -32.3% | -35.8% |
| 6M | -56.9% | +18.9% | -75.8% | -55.6% |
| YTD | -51.2% | +61.9% | -113.2% | -48.3% |
| 1Y | -69.8% | +35.7% | -105.5% | -68.8% |
| All | -69.8% | +35.1% | -104.9% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling