+298.5%
ALB vs UVXY
-100.0%
+398.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +2.9% |
| 7D | -4.4% | -4.7% | +0.3% | -5.1% |
| 30D | -1.2% | -17.1% | +15.9% | -3.8% |
| 3M | -13.3% | -39.9% | +26.6% | -19.0% |
| 6M | -19.8% | -66.9% | +47.1% | -30.1% |
| YTD | -7.9% | -50.1% | +42.2% | -13.3% |
| 1Y | +60.2% | -68.3% | +128.5% | +43.7% |
| 3Y | -26.4% | -95.0% | +68.5% | -37.0% |
| 5Y | -42.5% | -99.7% | +57.1% | -60.0% |
| 10Y | +83.0% | -100.0% | +183.0% | -8.6% |
| All | +298.5% | -100.0% | +398.5% | -33.1% |
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