-100.0%
UVXY vs ALM
+2,589.2%
-2,689.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.5% | -0.3% | -7.7% |
| 7D | +2.8% | -11.8% | +14.6% | +1.1% |
| 30D | -11.4% | +7.8% | -19.2% | -10.0% |
| 3M | -41.5% | -9.3% | -32.3% | -41.3% |
| 6M | -61.0% | -30.5% | -30.6% | -60.9% |
| YTD | -49.8% | +75.8% | -125.7% | -43.0% |
| 1Y | -66.4% | +241.2% | -307.6% | -57.9% |
| 3Y | -94.8% | +1,872.6% | -1,967.4% | -91.3% |
| 5Y | -99.7% | +849.6% | -949.3% | -99.5% |
| All | -100.0% | +2,589.2% | -2,689.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling