+369.5%
ALAB vs UVXY
-89.2%
+458.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.8% | +9.1% | +0.4% |
| 7D | -6.2% | +2.8% | -9.0% | -5.2% |
| 30D | -8.7% | -11.4% | +2.7% | -11.4% |
| 3M | -20.7% | -41.5% | +20.8% | -30.0% |
| 6M | +133.5% | -61.0% | +194.6% | +92.0% |
| YTD | +75.1% | -49.8% | +124.9% | +59.6% |
| 1Y | +25.0% | -66.4% | +91.5% | +6.6% |
| All | +369.5% | -89.2% | +458.7% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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