-99.7%
UVXY vs QS
-74.9%
-24.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -6.0% |
| 7D | +2.8% | -3.6% | +6.4% | +1.5% |
| 30D | -11.4% | -17.2% | +5.9% | -17.3% |
| 3M | -41.5% | -27.0% | -14.5% | -46.6% |
| 6M | -61.0% | -24.6% | -36.5% | -62.2% |
| YTD | -49.8% | -49.3% | -0.5% | -56.7% |
| 1Y | -66.4% | -40.3% | -26.1% | -66.9% |
| 3Y | -94.8% | -23.8% | -71.0% | -91.6% |
| All | -99.7% | -74.9% | -24.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 5y: compounded portfolio wealth divided by compounded QS 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…
5y analysis · Full analysis span regression · 6 months rolling