-100.0%
UVXY vs ALLE
+260.9%
-360.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +2.7% |
| 7D | -5.0% | -0.2% | -4.8% | -5.2% |
| 30D | -20.5% | -6.8% | -13.7% | -31.1% |
| 3M | -36.6% | +21.0% | -57.6% | -7.0% |
| 6M | -56.9% | +1.1% | -58.0% | -55.5% |
| YTD | -51.2% | -0.5% | -50.7% | -52.3% |
| 1Y | -69.8% | -7.3% | -62.5% | -74.4% |
| 3Y | -95.1% | +42.3% | -137.3% | -85.7% |
| 5Y | -99.7% | +13.5% | -113.1% | -99.2% |
| 10Y | -100.0% | +144.0% | -244.0% | -100.0% |
| All | -100.0% | +260.9% | -360.9% | -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