+7.1%
QLD vs UVXY
-64.5%
+71.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.4% |
| 7D | -3.8% | -3.3% | -0.5% | -0.4% |
| 30D | -20.5% | +12.0% | -32.6% | -12.1% |
| 3M | -14.6% | -15.5% | +0.9% | -13.3% |
| 6M | -14.7% | -49.4% | +34.7% | -23.2% |
| YTD | +11.2% | -49.1% | +60.3% | +7.3% |
| 1Y | +7.1% | -63.7% | +70.8% | -7.4% |
| All | +7.1% | -64.5% | +71.6% | -7.4% |
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