-100.0%
UVXY vs ALLE
+211.7%
-311.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +5.4% |
| 7D | -22.1% | +3.6% | -25.6% | -16.1% |
| 30D | +8.2% | +25.9% | -17.7% | +62.9% |
| 3M | -12.3% | +15.8% | -28.1% | +14.4% |
| 6M | -51.0% | +48.1% | -99.1% | -0.8% |
| YTD | -49.9% | +22.0% | -71.9% | -28.1% |
| 1Y | -67.7% | +18.0% | -85.8% | -56.3% |
| 3Y | -94.1% | +93.1% | -187.2% | -73.4% |
| 5Y | -99.5% | +52.1% | -151.6% | -98.1% |
| All | -100.0% | +211.7% | -311.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling