+34.5%
QXO vs UVXY
-100.0%
+134.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +6.9% | -0.4% |
| 7D | -7.8% | +2.8% | -10.6% | -7.5% |
| 30D | -18.1% | -11.4% | -6.7% | -18.8% |
| 3M | -25.8% | -41.5% | +15.8% | -28.4% |
| 6M | -41.7% | -61.0% | +19.3% | -44.8% |
| YTD | -36.2% | -49.8% | +13.7% | -37.9% |
| 1Y | -42.1% | -66.4% | +24.3% | -44.7% |
| 3Y | -46.2% | -94.8% | +48.6% | -49.9% |
| 5Y | -70.7% | -99.7% | +29.0% | -75.6% |
| All | +34.5% | -100.0% | +134.5% | +23.3% |
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