+43.8%
QLD vs UVXY
-70.9%
+114.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.6% |
| 7D | +0.6% | -5.0% | +5.6% | -0.9% |
| 30D | -0.1% | -20.5% | +20.4% | -6.9% |
| 3M | -8.4% | -36.6% | +28.2% | -18.0% |
| 6M | +32.2% | -56.9% | +89.1% | +10.8% |
| YTD | +28.9% | -51.2% | +80.1% | +14.7% |
| 1Y | +43.8% | -69.8% | +113.6% | +19.9% |
| All | +43.8% | -70.9% | +114.7% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling