-100.0%
UVXY vs ALK
-35.7%
-64.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.4% | -3.8% |
| 7D | +2.8% | -2.1% | +4.9% | +0.7% |
| 30D | -11.4% | -13.1% | +1.7% | -24.3% |
| 3M | -41.5% | -11.8% | -29.7% | -47.9% |
| 6M | -61.0% | -0.4% | -60.7% | -56.3% |
| YTD | -49.8% | -18.2% | -31.7% | -52.4% |
| 1Y | -66.4% | -35.5% | -30.9% | -74.8% |
| 3Y | -94.8% | +1.8% | -96.6% | -89.1% |
| 5Y | -99.7% | -26.6% | -73.1% | -99.4% |
| All | -100.0% | -35.7% | -64.3% | -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