-100.0%
UVXY vs QSR
+135.2%
-235.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -5.8% |
| 7D | +2.8% | -4.0% | +6.8% | -3.4% |
| 30D | -11.4% | +2.8% | -14.1% | -7.4% |
| 3M | -41.5% | +5.1% | -46.6% | -36.9% |
| 6M | -61.0% | +8.8% | -69.8% | -55.0% |
| YTD | -49.8% | +14.8% | -64.7% | -37.1% |
| 1Y | -66.4% | +25.7% | -92.2% | -50.9% |
| 3Y | -94.8% | +27.5% | -122.3% | -90.4% |
| 5Y | -99.7% | +41.3% | -141.0% | -99.1% |
| All | -100.0% | +135.2% | -235.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling