-39.8%
BABA vs UVXY
-99.5%
+59.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | +0.5% |
| 7D | -13.8% | -22.1% | +8.3% | -16.5% |
| 30D | -15.1% | +8.2% | -23.3% | -12.6% |
| 3M | -22.7% | -12.3% | -10.4% | -22.8% |
| 6M | -34.7% | -51.0% | +16.3% | -39.5% |
| YTD | -35.0% | -49.9% | +14.9% | -37.7% |
| 1Y | -40.4% | -67.7% | +27.3% | -46.3% |
| 3Y | +21.9% | -94.1% | +116.0% | -0.1% |
| All | -39.8% | -99.5% | +59.7% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling