+403.4%
QCOM vs UVXY
-100.0%
+503.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | +3.3% | -5.0% | +8.3% | +2.7% |
| 30D | +7.7% | -20.5% | +28.2% | +4.4% |
| 3M | -30.1% | -36.6% | +6.5% | -33.4% |
| 6M | +22.8% | -56.9% | +79.8% | +12.9% |
| YTD | +0.2% | -51.2% | +51.4% | -5.2% |
| 1Y | +7.9% | -69.8% | +77.6% | -2.6% |
| 3Y | +55.8% | -95.1% | +150.9% | +35.2% |
| 5Y | +30.1% | -99.7% | +129.7% | -6.7% |
| 10Y | +248.9% | -100.0% | +348.9% | +87.6% |
| All | +403.4% | -100.0% | +503.4% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling