+74.8%
QCOM vs UVXY
-95.1%
+169.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +3.6% |
| 7D | +5.1% | -4.7% | +9.8% | +4.1% |
| 30D | +4.3% | -17.1% | +21.3% | +0.9% |
| 3M | -19.6% | -39.9% | +20.3% | -25.8% |
| 6M | +29.5% | -66.9% | +96.3% | +9.9% |
| YTD | +3.4% | -50.1% | +53.5% | -3.5% |
| 1Y | +10.9% | -68.3% | +79.2% | -2.3% |
| 3Y | +74.8% | -95.0% | +169.7% | +50.4% |
| All | +74.8% | -95.1% | +169.9% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling