-94.8%
UVXY vs QID
-73.7%
-21.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.8% | -5.0% | -3.4% |
| 7D | +2.8% | +1.3% | +1.5% | +0.6% |
| 30D | -11.4% | +2.9% | -14.3% | -16.3% |
| 3M | -41.5% | -0.7% | -40.8% | -43.2% |
| 6M | -61.0% | -29.7% | -31.4% | -23.8% |
| YTD | -49.8% | -27.9% | -22.0% | -3.2% |
| 1Y | -66.4% | -34.6% | -31.9% | -18.9% |
| 3Y | -94.8% | -73.5% | -21.2% | -0.5% |
| All | -94.8% | -73.7% | -21.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling