+414.5%
QCOM vs UVXY
-100.0%
+514.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -2.1% |
| 7D | +4.3% | -22.1% | +26.3% | +1.1% |
| 30D | -0.1% | +8.2% | -8.3% | +4.2% |
| 3M | +5.2% | -12.3% | +17.6% | +6.9% |
| 6M | -18.4% | -51.0% | +32.6% | -22.3% |
| YTD | +2.4% | -49.9% | +52.3% | +0.6% |
| 1Y | +0.9% | -67.7% | +68.6% | -6.2% |
| 3Y | +48.4% | -94.1% | +142.5% | +34.1% |
| 5Y | +16.6% | -99.5% | +116.1% | -10.5% |
| 10Y | +237.8% | -100.0% | +337.8% | +90.0% |
| All | +414.5% | -100.0% | +514.5% | +31.0% |
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