-94.4%
UVXY vs ALM
+1,934.4%
-2,028.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.6% | +14.8% | +3.3% |
| 7D | +11.0% | -7.1% | +18.1% | +9.7% |
| 30D | -8.8% | +24.7% | -33.5% | -4.1% |
| 3M | -41.9% | +8.3% | -50.2% | -39.4% |
| 6M | -61.2% | -22.2% | -39.0% | -60.1% |
| YTD | -46.2% | +88.1% | -134.3% | -36.3% |
| 1Y | -65.2% | +272.4% | -337.6% | -53.4% |
| All | -94.4% | +1,934.4% | -2,028.8% | -91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling