+28.2%
BABA vs UVXY
-100.0%
+128.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.4% |
| 7D | -4.8% | -5.0% | +0.2% | -5.4% |
| 30D | -11.9% | -20.5% | +8.6% | -14.4% |
| 3M | -9.3% | -36.6% | +27.3% | -13.6% |
| 6M | -14.2% | -56.9% | +42.7% | -20.9% |
| YTD | -22.0% | -51.2% | +29.2% | -26.2% |
| 1Y | -12.7% | -69.8% | +57.1% | -20.9% |
| 3Y | +26.7% | -95.1% | +121.7% | +7.2% |
| 5Y | -29.3% | -99.7% | +70.3% | -50.7% |
| 10Y | +21.2% | -100.0% | +121.2% | -39.0% |
| All | +28.2% | -100.0% | +128.2% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling