+32.9%
BABA vs UVXY
-95.1%
+128.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.3% |
| 7D | -0.2% | -4.7% | +4.6% | -0.7% |
| 30D | -12.3% | -17.1% | +4.8% | -14.0% |
| 3M | -5.3% | -39.9% | +34.6% | -9.7% |
| 6M | -13.1% | -66.9% | +53.8% | -21.1% |
| YTD | -22.4% | -50.1% | +27.7% | -25.8% |
| 1Y | -19.5% | -68.3% | +48.8% | -25.4% |
| 3Y | +32.9% | -95.0% | +127.9% | +15.7% |
| All | +32.9% | -95.1% | +128.0% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling