-100.0%
UVXY vs ALLE
+336.8%
-436.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -1.8% |
| 7D | -3.3% | +0.1% | -3.4% | +0.3% |
| 30D | +12.0% | +25.9% | -13.9% | +78.8% |
| 3M | -15.5% | +14.9% | -30.4% | +12.3% |
| 6M | -49.4% | +42.1% | -91.5% | +3.0% |
| YTD | -49.1% | +20.4% | -69.5% | -26.5% |
| 1Y | -63.7% | +14.9% | -78.5% | -52.4% |
| 3Y | -94.1% | +90.1% | -184.2% | -69.7% |
| 5Y | -99.6% | +53.0% | -152.5% | -98.0% |
| 10Y | -100.0% | +208.8% | -308.8% | -100.0% |
| All | -100.0% | +336.8% | -436.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling