-99.7%
UVXY vs ALLY
-1.1%
-98.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +1.1% |
| 7D | +2.3% | -1.9% | +4.2% | -0.2% |
| 30D | -15.0% | -4.5% | -10.5% | -19.7% |
| 3M | -39.8% | -2.8% | -37.0% | -40.5% |
| 6M | -60.0% | +10.3% | -70.4% | -51.6% |
| YTD | -48.8% | -5.7% | -43.1% | -47.9% |
| 1Y | -67.3% | +3.9% | -71.2% | -59.8% |
| 3Y | -94.8% | +64.7% | -159.5% | -83.3% |
| 5Y | -99.7% | -2.6% | -97.1% | -99.3% |
| All | -99.7% | -1.1% | -98.6% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling