+14.1%
QLD vs UVXY
-65.0%
+79.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.1% | -1.3% |
| 7D | +7.0% | -22.1% | +29.1% | -0.1% |
| 30D | -14.3% | +8.2% | -22.5% | -6.1% |
| 3M | -16.0% | -12.3% | -3.7% | -13.4% |
| 6M | -14.2% | -51.0% | +36.8% | -23.2% |
| YTD | +12.8% | -49.9% | +62.7% | +8.5% |
| 1Y | +14.1% | -67.7% | +81.8% | -5.6% |
| All | +14.1% | -65.0% | +79.1% | -5.6% |
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 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