-100.0%
UVXY vs ALC
+21.6%
-121.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.2% | -0.9% |
| 7D | -4.7% | -3.7% | -1.1% | -10.3% |
| 30D | -17.1% | -3.7% | -13.3% | -22.1% |
| 3M | -39.9% | +4.6% | -44.5% | -35.8% |
| 6M | -66.9% | -14.6% | -52.3% | -74.3% |
| YTD | -50.1% | -11.9% | -38.2% | -58.4% |
| 1Y | -68.3% | -13.1% | -55.2% | -73.9% |
| 3Y | -95.0% | -15.0% | -80.0% | -94.7% |
| 5Y | -99.7% | -16.2% | -83.5% | -99.5% |
| All | -100.0% | +21.6% | -121.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling