-100.0%
UVXY vs DVA
+187.8%
-287.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -6.7% |
| 7D | +2.8% | -1.3% | +4.1% | +1.8% |
| 30D | -11.4% | 0.0% | -11.4% | -11.2% |
| 3M | -41.5% | -10.9% | -30.6% | -46.8% |
| 6M | -61.0% | +17.3% | -78.3% | -54.6% |
| YTD | -49.8% | +59.8% | -109.6% | -23.3% |
| 1Y | -66.4% | +36.3% | -102.7% | -55.5% |
| 3Y | -94.8% | +88.6% | -183.4% | -88.9% |
| 5Y | -99.7% | +47.5% | -147.2% | -99.4% |
| All | -100.0% | +187.8% | -287.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling