-99.5%
UVXY vs ALC
-9.1%
-90.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +8.5% |
| 7D | -22.1% | -1.1% | -21.0% | -23.7% |
| 30D | +8.2% | +16.0% | -7.9% | +36.2% |
| 3M | -12.3% | +0.8% | -13.1% | -11.3% |
| 6M | -51.0% | +16.8% | -67.8% | -37.7% |
| YTD | -49.9% | -5.5% | -44.4% | -53.4% |
| 1Y | -67.7% | -5.3% | -62.5% | -69.6% |
| 3Y | -94.1% | +4.1% | -98.2% | -91.5% |
| All | -99.5% | -9.1% | -90.4% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling