-70.5%
UVXY vs ALC
+4.2%
-74.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +6.8% | -20.9% | -9.5% |
| 7D | -6.3% | +10.7% | -17.0% | +0.9% |
| 30D | -2.7% | +20.2% | -22.9% | +10.5% |
| 3M | -29.9% | +8.9% | -38.8% | -25.9% |
| 6M | -56.5% | +5.7% | -62.2% | -55.5% |
| YTD | -54.8% | -1.4% | -53.4% | -56.9% |
| 1Y | -70.5% | +4.7% | -75.2% | -69.8% |
| All | -70.5% | +4.2% | -74.7% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling