-35.3%
BABA vs UVXY
-70.8%
+35.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -14.1% | +19.0% | +3.2% |
| 7D | +4.3% | -6.3% | +10.6% | +3.8% |
| 30D | -5.0% | -2.7% | -2.3% | -4.8% |
| 3M | -18.4% | -29.9% | +11.6% | -21.3% |
| 6M | -20.3% | -56.5% | +36.2% | -26.8% |
| YTD | -27.5% | -54.8% | +27.3% | -31.9% |
| 1Y | -35.3% | -70.5% | +35.2% | -40.1% |
| All | -35.3% | -70.8% | +35.4% | -40.1% |
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 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