-100.0%
UVXY vs ALK
+265.8%
-365.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +2.7% |
| 7D | -5.0% | -0.7% | -4.3% | -5.7% |
| 30D | -20.5% | -19.2% | -1.3% | -40.0% |
| 3M | -36.6% | -1.5% | -35.1% | -35.6% |
| 6M | -56.9% | -13.1% | -43.9% | -59.0% |
| YTD | -51.2% | -16.4% | -34.8% | -53.9% |
| 1Y | -69.8% | -33.1% | -36.7% | -77.8% |
| 3Y | -95.1% | +0.6% | -95.7% | -89.7% |
| 5Y | -99.7% | -26.4% | -73.3% | -99.3% |
| 10Y | -100.0% | -34.2% | -65.8% | -100.0% |
| All | -100.0% | +265.8% | -365.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling