-99.7%
UVXY vs ALK
-28.1%
-71.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +1.5% |
| 7D | +2.3% | -3.0% | +5.2% | -1.1% |
| 30D | -15.0% | -14.6% | -0.4% | -29.0% |
| 3M | -39.8% | -10.6% | -29.2% | -44.8% |
| 6M | -60.0% | -6.7% | -53.3% | -58.5% |
| YTD | -48.8% | -19.8% | -29.1% | -52.7% |
| 1Y | -67.3% | -35.2% | -32.1% | -75.7% |
| 3Y | -94.8% | +1.4% | -96.2% | -88.7% |
| 5Y | -99.7% | -30.7% | -69.0% | -99.3% |
| All | -99.7% | -28.1% | -71.6% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling