-94.4%
UVXY vs ALC
-18.5%
-75.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +7.9% | +1.5% |
| 7D | +11.0% | -7.7% | +18.7% | +0.2% |
| 30D | -8.8% | -11.7% | +2.9% | -22.4% |
| 3M | -41.9% | +0.7% | -42.6% | -41.3% |
| 6M | -61.2% | -17.1% | -44.1% | -69.8% |
| YTD | -46.2% | -15.1% | -31.1% | -55.8% |
| 1Y | -65.2% | -14.1% | -51.1% | -70.4% |
| All | -94.4% | -18.5% | -75.9% | -96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling