-24.9%
BABA vs UVXY
-67.7%
+42.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -2.5% |
| 7D | -2.2% | +2.3% | -4.4% | -1.8% |
| 30D | -17.3% | -15.0% | -2.3% | -19.3% |
| 3M | -7.8% | -39.8% | +32.1% | -13.8% |
| 6M | -16.8% | -60.0% | +43.3% | -26.1% |
| YTD | -24.7% | -48.8% | +24.2% | -28.4% |
| 1Y | -24.9% | -67.3% | +42.3% | -30.6% |
| All | -24.9% | -67.7% | +42.8% | -30.6% |
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