-100.0%
UVXY vs ALM
+8,394.4%
-8,494.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.8% | -6.5% | +2.4% |
| 7D | -4.7% | +8.4% | -13.1% | -4.6% |
| 30D | -17.1% | +34.8% | -51.9% | -16.7% |
| 3M | -39.9% | +16.2% | -56.2% | -39.7% |
| 6M | -66.9% | +2.1% | -69.0% | -66.7% |
| YTD | -50.1% | +117.0% | -167.1% | -49.4% |
| 1Y | -68.3% | +313.9% | -382.2% | -67.6% |
| 3Y | -95.0% | +2,327.9% | -2,422.9% | -94.7% |
| 5Y | -99.7% | +1,040.6% | -1,140.3% | -99.7% |
| 10Y | -100.0% | +3,219.4% | -3,319.4% | -100.0% |
| All | -100.0% | +8,394.4% | -8,494.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling