-99.7%
UVXY vs ALLE
+17.0%
-116.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +1.3% |
| 7D | -4.7% | +2.8% | -7.5% | -0.6% |
| 30D | -17.1% | -7.6% | -9.4% | -26.2% |
| 3M | -39.9% | +22.8% | -62.7% | -17.3% |
| 6M | -66.9% | +4.6% | -71.5% | -63.9% |
| YTD | -50.1% | -1.2% | -48.9% | -50.2% |
| 1Y | -68.3% | -9.1% | -59.2% | -72.3% |
| 3Y | -95.0% | +50.0% | -144.9% | -86.3% |
| 5Y | -99.7% | +15.2% | -114.9% | -99.3% |
| All | -99.7% | +17.0% | -116.7% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling