+236.1%
ALNY vs UVXY
-100.0%
+336.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.2% | -0.3% |
| 7D | -6.5% | +2.8% | -9.3% | -6.2% |
| 30D | +11.0% | -11.4% | +22.4% | +9.7% |
| 3M | -14.1% | -41.5% | +27.4% | -19.1% |
| 6M | -22.4% | -61.0% | +38.7% | -29.5% |
| YTD | -37.5% | -49.8% | +12.4% | -40.6% |
| 1Y | -46.9% | -66.4% | +19.5% | -51.4% |
| 3Y | +22.1% | -94.8% | +116.8% | +3.7% |
| 5Y | +31.2% | -99.7% | +130.9% | -11.4% |
| All | +236.1% | -100.0% | +336.1% | +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 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