+558.6%
QQQ vs UVXY
-100.0%
+658.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | -0.1% |
| 7D | -0.6% | +2.8% | -3.4% | -0.1% |
| 30D | -1.2% | -11.4% | +10.1% | -2.7% |
| 3M | -0.2% | -41.5% | +41.3% | -6.6% |
| 6M | +17.9% | -61.0% | +79.0% | +5.9% |
| YTD | +16.6% | -49.8% | +66.5% | +10.3% |
| 1Y | +23.0% | -66.4% | +89.4% | +11.8% |
| 3Y | +92.9% | -94.8% | +187.7% | +63.8% |
| 5Y | +95.6% | -99.7% | +195.3% | +30.6% |
| All | +558.6% | -100.0% | +658.6% | +230.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling