-51.5%
UVXY vs ALLE
+44.8%
-96.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.2% |
| 7D | -26.5% | +1.6% | -28.1% | -25.7% |
| 30D | +8.8% | +24.1% | -15.2% | +10.9% |
| 3M | -14.7% | +14.8% | -29.5% | -14.1% |
| 6M | -51.5% | +45.9% | -97.3% | -45.9% |
| All | -51.5% | +44.8% | -96.3% | -45.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling