-100.0%
UVXY vs ALK
-45.9%
-54.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.1% | +2.0% |
| 7D | -22.1% | -1.2% | -20.9% | -21.6% |
| 30D | +8.2% | +7.7% | +0.5% | +22.7% |
| 3M | -12.3% | -19.0% | +6.7% | -27.3% |
| 6M | -51.0% | -0.2% | -50.8% | -45.9% |
| YTD | -49.9% | -23.5% | -26.4% | -53.7% |
| 1Y | -67.7% | -9.1% | -58.6% | -62.6% |
| 3Y | -94.1% | +12.0% | -106.1% | -86.0% |
| 5Y | -99.5% | -30.9% | -68.7% | -99.0% |
| All | -100.0% | -45.9% | -54.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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