+8,152.6%
QLD vs UVXY
-100.0%
+8,252.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.5% |
| 7D | +0.6% | -5.0% | +5.6% | -0.6% |
| 30D | -0.1% | -20.5% | +20.4% | -5.5% |
| 3M | -8.4% | -36.6% | +28.2% | -15.8% |
| 6M | +32.2% | -56.9% | +89.1% | +14.7% |
| YTD | +28.9% | -51.2% | +80.1% | +17.7% |
| 1Y | +43.8% | -69.8% | +113.6% | +20.9% |
| 3Y | +176.6% | -95.1% | +271.7% | +121.1% |
| 5Y | +121.6% | -99.7% | +221.2% | +30.7% |
| 10Y | +1,652.9% | -100.0% | +1,752.9% | +553.0% |
| All | +8,152.6% | -100.0% | +8,252.6% | +690.5% |
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