+1,443.3%
QQQ vs UVXY
-100.0%
+1,543.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.2% | -0.4% |
| 7D | -1.3% | +11.0% | -12.3% | +0.1% |
| 30D | -1.4% | -8.8% | +7.4% | -2.4% |
| 3M | +2.3% | -41.9% | +44.2% | -3.5% |
| 6M | +16.9% | -61.2% | +78.1% | +6.4% |
| YTD | +15.6% | -46.2% | +61.8% | +11.2% |
| 1Y | +22.6% | -65.2% | +87.8% | +13.4% |
| 3Y | +93.5% | -94.6% | +188.1% | +69.4% |
| 5Y | +93.9% | -99.7% | +193.6% | +39.6% |
| 10Y | +564.6% | -100.0% | +664.6% | +252.1% |
| All | +1,443.3% | -100.0% | +1,543.3% | +306.2% |
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 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