-63.9%
ALNY vs UVXY
-57.3%
-6.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +45.4% | -48.1% | +0.5% |
| 7D | -10.0% | +41.0% | -50.9% | -7.0% |
| 30D | -30.0% | +46.9% | -77.0% | -27.4% |
| 3M | -31.5% | +7.0% | -38.5% | -30.4% |
| 6M | -48.0% | -37.0% | -11.0% | -49.2% |
| YTD | -60.6% | -34.3% | -26.3% | -61.4% |
| 1Y | -63.9% | -54.8% | -9.2% | -64.7% |
| All | -63.9% | -57.3% | -6.6% | -64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling