+38.9%
QCOM vs UVXY
-99.7%
+138.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.8% |
| 7D | +4.4% | +2.3% | +2.1% | +4.8% |
| 30D | +9.4% | -15.0% | +24.4% | +6.1% |
| 3M | -13.7% | -39.8% | +26.2% | -20.7% |
| 6M | +28.9% | -60.0% | +88.9% | +11.8% |
| YTD | +4.7% | -48.8% | +53.6% | -2.3% |
| 1Y | +13.5% | -67.3% | +80.8% | -0.5% |
| 3Y | +77.1% | -94.8% | +171.9% | +43.0% |
| 5Y | +38.9% | -99.7% | +138.6% | -22.1% |
| All | +38.9% | -99.7% | +138.6% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling