-67.7%
UVXY vs ALK
-10.2%
-57.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.1% | +2.4% |
| 7D | -22.1% | -1.2% | -20.9% | -21.6% |
| 30D | +8.2% | +7.7% | +0.5% | +18.3% |
| 3M | -12.3% | -19.0% | +6.7% | -23.4% |
| 6M | -51.0% | -0.2% | -50.8% | -45.5% |
| YTD | -49.9% | -23.5% | -26.4% | -50.7% |
| 1Y | -67.7% | -9.1% | -58.6% | -61.2% |
| All | -67.7% | -10.2% | -57.5% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling