-100.0%
UVXY vs QID
-99.9%
-0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +0.5% |
| 7D | +11.0% | +2.7% | +8.3% | +5.2% |
| 30D | -8.8% | +3.3% | -12.1% | -15.1% |
| 3M | -41.9% | -5.5% | -36.4% | -38.2% |
| 6M | -61.2% | -28.4% | -32.8% | -27.6% |
| YTD | -46.2% | -26.6% | -19.6% | -1.0% |
| 1Y | -65.2% | -34.1% | -31.1% | -18.0% |
| 3Y | -94.6% | -73.7% | -20.9% | +17.0% |
| 5Y | -99.7% | -80.7% | -19.0% | -91.4% |
| 10Y | -100.0% | -99.1% | -0.9% | -56.4% |
| All | -100.0% | -99.9% | -0.1% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling