+365.7%
ALAB vs UVXY
-89.2%
+454.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.3% | -9.2% | -6.3% |
| 7D | +3.2% | -4.7% | +7.9% | +1.8% |
| 30D | -13.6% | -17.1% | +3.5% | -17.9% |
| 3M | -16.6% | -39.9% | +23.3% | -25.6% |
| 6M | +142.3% | -66.9% | +209.2% | +91.7% |
| YTD | +73.6% | -50.1% | +123.7% | +57.8% |
| 1Y | +33.7% | -68.3% | +102.0% | +12.0% |
| All | +365.7% | -89.2% | +454.9% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling