+21.9%
BABA vs UVXY
-94.2%
+116.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | +0.4% |
| 7D | -13.8% | -22.1% | +8.3% | -15.6% |
| 30D | -15.1% | +8.2% | -23.3% | -13.3% |
| 3M | -22.7% | -12.3% | -10.4% | -22.7% |
| 6M | -34.7% | -51.0% | +16.3% | -38.1% |
| YTD | -35.0% | -49.9% | +14.9% | -36.9% |
| 1Y | -40.4% | -67.7% | +27.3% | -44.5% |
| 3Y | +21.9% | -94.1% | +116.0% | +5.4% |
| All | +21.9% | -94.2% | +116.2% | +5.4% |
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