-94.6%
UVXY vs ALK
+20.7%
-115.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.2% | -7.9% | -10.3% |
| 7D | +2.3% | +2.6% | -0.2% | +7.8% |
| 30D | +4.0% | +7.8% | -3.8% | +16.3% |
| 3M | -21.6% | -15.2% | -6.3% | -30.5% |
| 6M | -55.1% | +5.0% | -60.1% | -47.8% |
| YTD | -53.7% | -18.4% | -35.3% | -53.3% |
| 1Y | -66.7% | -2.4% | -64.3% | -58.0% |
| All | -94.6% | +20.7% | -115.2% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling