-100.0%
UVXY vs QS
-47.4%
-52.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +5.9% | +5.0% |
| 7D | +11.0% | -5.0% | +16.0% | +9.8% |
| 30D | -8.8% | -18.3% | +9.5% | -12.8% |
| 3M | -41.9% | -26.0% | -15.9% | -44.7% |
| 6M | -61.2% | -24.0% | -37.1% | -61.7% |
| YTD | -46.2% | -50.3% | +4.1% | -50.7% |
| 1Y | -65.2% | -38.0% | -27.2% | -64.9% |
| 3Y | -94.6% | -24.6% | -70.0% | -92.8% |
| 5Y | -99.7% | -75.4% | -24.2% | -99.6% |
| All | -100.0% | -47.4% | -52.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling