-94.7%
UVXY vs ALLY
+63.1%
-157.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +0.9% |
| 7D | +2.3% | -1.9% | +4.2% | -0.5% |
| 30D | -15.0% | -4.5% | -10.5% | -20.3% |
| 3M | -39.8% | -2.8% | -37.0% | -40.7% |
| 6M | -60.0% | +10.3% | -70.4% | -50.3% |
| YTD | -48.8% | -5.7% | -43.1% | -48.1% |
| 1Y | -67.3% | +3.9% | -71.2% | -58.9% |
| All | -94.7% | +63.1% | -157.8% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling