+242.6%
QCOM vs UVXY
-100.0%
+342.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -2.0% |
| 7D | +4.3% | -22.1% | +26.3% | +0.4% |
| 30D | -0.1% | +8.2% | -8.3% | +5.1% |
| 3M | +5.2% | -12.3% | +17.6% | +7.2% |
| 6M | -18.4% | -51.0% | +32.6% | -23.4% |
| YTD | +2.4% | -49.9% | +52.3% | -0.1% |
| 1Y | +0.9% | -67.7% | +68.6% | -8.1% |
| 3Y | +48.4% | -94.1% | +142.5% | +29.6% |
| 5Y | +16.6% | -99.5% | +116.1% | -18.1% |
| All | +242.6% | -100.0% | +342.6% | +59.9% |
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