-100.0%
UVXY vs DVA
+507.1%
-607.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +4.2% |
| 7D | +11.0% | -0.2% | +11.2% | +10.9% |
| 30D | -8.8% | +1.7% | -10.5% | -6.9% |
| 3M | -41.9% | -8.7% | -33.2% | -47.9% |
| 6M | -61.2% | +19.7% | -80.8% | -52.1% |
| YTD | -46.2% | +59.6% | -105.8% | -7.7% |
| 1Y | -65.2% | +37.1% | -102.3% | -50.3% |
| 3Y | -94.6% | +89.8% | -184.3% | -86.1% |
| 5Y | -99.7% | +47.4% | -147.0% | -99.4% |
| 10Y | -100.0% | +184.9% | -284.9% | -100.0% |
| All | -100.0% | +507.1% | -607.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling