-99.6%
UVXY vs ALLE
+53.5%
-153.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -1.5% |
| 7D | -3.3% | +0.1% | -3.4% | -0.7% |
| 30D | +12.0% | +25.9% | -13.9% | +57.2% |
| 3M | -15.5% | +14.9% | -30.4% | +4.0% |
| 6M | -49.4% | +42.1% | -91.5% | -13.6% |
| YTD | -49.1% | +20.4% | -69.5% | -31.9% |
| 1Y | -63.7% | +14.9% | -78.5% | -54.9% |
| 3Y | -94.1% | +90.1% | -184.2% | -77.5% |
| 5Y | -99.6% | +53.0% | -152.5% | -98.7% |
| All | -99.6% | +53.5% | -153.0% | -98.7% |
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