-70.5%
UVXY vs QSR
+23.8%
-94.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +5.5% | -19.6% | -12.4% |
| 7D | -6.3% | +5.2% | -11.5% | -4.4% |
| 30D | -2.7% | +12.2% | -14.9% | +1.1% |
| 3M | -29.9% | +7.0% | -37.0% | -28.0% |
| 6M | -56.5% | -0.3% | -56.2% | -57.1% |
| YTD | -54.8% | +18.0% | -72.8% | -50.7% |
| 1Y | -70.5% | +22.6% | -93.2% | -67.1% |
| All | -70.5% | +23.8% | -94.3% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling