+184.2%
QLD vs UVXY
-95.1%
+279.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | +0.5% |
| 7D | +3.0% | -4.7% | +7.7% | +1.6% |
| 30D | -1.8% | -17.1% | +15.2% | -6.6% |
| 3M | -1.8% | -39.9% | +38.1% | -12.6% |
| 6M | +36.9% | -66.9% | +103.7% | +7.7% |
| YTD | +28.7% | -50.1% | +78.8% | +16.6% |
| 1Y | +41.9% | -68.3% | +110.2% | +17.9% |
| 3Y | +184.2% | -95.0% | +279.2% | +121.7% |
| All | +184.2% | -95.1% | +279.3% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling