-70.5%
UVXY vs ALLE
+18.6%
-89.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.8% | -15.9% | -13.4% |
| 7D | -6.3% | +6.7% | -12.9% | -3.9% |
| 30D | -2.7% | +25.4% | -28.1% | +6.3% |
| 3M | -29.9% | +16.9% | -46.9% | -25.9% |
| 6M | -56.5% | +46.6% | -103.1% | -46.4% |
| YTD | -54.8% | +22.4% | -77.2% | -43.6% |
| 1Y | -70.5% | +17.7% | -88.3% | -65.1% |
| All | -70.5% | +18.6% | -89.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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