+6.8%
BABA vs UVXY
-100.0%
+106.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.4% | -11.4% | -6.5% |
| 7D | -12.7% | -26.5% | +13.8% | -15.7% |
| 30D | -14.9% | +8.8% | -23.7% | -12.6% |
| 3M | -24.6% | -14.7% | -10.0% | -24.9% |
| 6M | -29.3% | -51.5% | +22.1% | -33.8% |
| YTD | -35.0% | -51.7% | +16.7% | -37.5% |
| 1Y | -39.7% | -65.7% | +26.0% | -44.2% |
| 3Y | +21.2% | -94.4% | +115.6% | +4.5% |
| 5Y | -39.9% | -99.5% | +59.7% | -56.1% |
| 10Y | +7.8% | -100.0% | +107.8% | -44.4% |
| All | +6.8% | -100.0% | +106.8% | -52.5% |
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