-100.0%
UVXY vs ALLY
+97.2%
-197.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +3.3% |
| 7D | -26.5% | -2.1% | -24.4% | -28.5% |
| 30D | +8.8% | +2.0% | +6.8% | +15.0% |
| 3M | -14.7% | -13.3% | -1.3% | -28.9% |
| 6M | -51.5% | -9.9% | -41.6% | -55.9% |
| YTD | -51.7% | -13.5% | -38.2% | -55.9% |
| 1Y | -65.7% | -2.8% | -62.9% | -61.7% |
| 3Y | -94.4% | +63.4% | -157.8% | -78.7% |
| 5Y | -99.5% | -10.9% | -88.7% | -98.9% |
| 10Y | -100.0% | +174.7% | -274.7% | -100.0% |
| All | -100.0% | +97.2% | -197.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling