+282.9%
QCOM vs UVXY
-100.0%
+382.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.8% | +9.7% | +1.7% |
| 7D | +7.8% | +2.8% | +5.0% | +8.4% |
| 30D | +12.2% | -11.4% | +23.6% | +10.2% |
| 3M | -9.9% | -41.5% | +31.7% | -16.7% |
| 6M | +36.9% | -61.0% | +98.0% | +20.6% |
| YTD | +8.0% | -49.8% | +57.9% | +1.5% |
| 1Y | +15.0% | -66.4% | +81.5% | +3.3% |
| 3Y | +75.8% | -94.8% | +170.6% | +48.0% |
| 5Y | +42.2% | -99.7% | +141.9% | -8.4% |
| All | +282.9% | -100.0% | +382.9% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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