-95.0%
UVXY vs ALK
+1.7%
-96.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | -0.8% |
| 7D | -4.7% | +0.1% | -4.9% | -4.5% |
| 30D | -17.1% | -18.5% | +1.4% | -32.6% |
| 3M | -39.9% | -3.6% | -36.4% | -39.6% |
| 6M | -66.9% | -3.7% | -63.2% | -63.9% |
| YTD | -50.1% | -19.0% | -31.1% | -52.3% |
| 1Y | -68.3% | -36.0% | -32.3% | -75.7% |
| 3Y | -95.0% | +2.3% | -97.3% | -90.4% |
| All | -95.0% | +1.7% | -96.6% | -90.4% |
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