+14.4%
BABA vs UVXY
-100.0%
+114.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -5.9% | -0.1% |
| 7D | -2.9% | +11.0% | -13.9% | -1.5% |
| 30D | -15.1% | -8.8% | -6.3% | -16.1% |
| 3M | -5.0% | -41.9% | +36.9% | -11.0% |
| 6M | -19.9% | -61.2% | +41.2% | -27.8% |
| YTD | -25.3% | -46.2% | +20.9% | -28.5% |
| 1Y | -23.9% | -65.2% | +41.3% | -30.1% |
| 3Y | +28.1% | -94.6% | +122.7% | +8.6% |
| 5Y | -31.4% | -99.7% | +68.3% | -53.6% |
| All | +14.4% | -100.0% | +114.4% | -44.5% |
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