-100.0%
UVXY vs ALC
+16.1%
-116.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -8.1% |
| 7D | +2.8% | -6.3% | +9.1% | -7.5% |
| 30D | -11.4% | -10.3% | -1.1% | -25.5% |
| 3M | -41.5% | -0.7% | -40.8% | -42.7% |
| 6M | -61.0% | -17.8% | -43.2% | -71.7% |
| YTD | -49.8% | -15.8% | -34.0% | -61.2% |
| 1Y | -66.4% | -16.7% | -49.7% | -74.2% |
| 3Y | -94.8% | -19.7% | -75.0% | -95.0% |
| 5Y | -99.7% | -19.8% | -79.9% | -99.6% |
| All | -100.0% | +16.1% | -116.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling