+40.3%
QLD vs UVXY
-67.7%
+108.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | +0.2% |
| 7D | +1.9% | +2.3% | -0.4% | +2.7% |
| 30D | -1.8% | -15.0% | +13.2% | -6.4% |
| 3M | -0.1% | -39.8% | +39.7% | -12.2% |
| 6M | +32.6% | -60.0% | +92.6% | +7.7% |
| YTD | +27.9% | -48.8% | +76.8% | +15.6% |
| 1Y | +40.3% | -67.3% | +107.6% | +18.5% |
| All | +40.3% | -67.7% | +108.0% | +18.5% |
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 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