+426.7%
QCOM vs UVXY
-100.0%
+526.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.1% | +10.8% | +0.5% |
| 7D | +2.0% | +2.3% | -0.4% | +4.4% |
| 30D | +1.2% | +4.0% | -2.8% | +5.0% |
| 3M | +9.1% | -21.6% | +30.7% | +9.1% |
| 6M | -25.0% | -55.1% | +30.1% | -29.6% |
| YTD | +4.8% | -53.7% | +58.6% | +1.8% |
| 1Y | +3.6% | -66.7% | +70.3% | -3.3% |
| 3Y | +51.5% | -94.6% | +146.1% | +35.1% |
| 5Y | +19.7% | -99.6% | +119.3% | -9.7% |
| 10Y | +245.8% | -100.0% | +345.8% | +92.3% |
| All | +426.7% | -100.0% | +526.7% | +32.6% |
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