+7,018.8%
QLD vs UVXY
-100.0%
+7,118.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.4% |
| 7D | -3.8% | -3.3% | -0.5% | -0.7% |
| 30D | -20.5% | +12.0% | -32.6% | -13.9% |
| 3M | -14.6% | -15.5% | +0.9% | -13.2% |
| 6M | -14.7% | -49.4% | +34.7% | -21.4% |
| YTD | +11.2% | -49.1% | +60.3% | +8.5% |
| 1Y | +7.1% | -63.7% | +70.8% | -2.6% |
| 3Y | +141.1% | -94.1% | +235.2% | +105.9% |
| 5Y | +84.3% | -99.6% | +183.8% | +20.3% |
| 10Y | +1,450.1% | -100.0% | +1,550.1% | +519.5% |
| All | +7,018.8% | -100.0% | +7,118.8% | +628.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling