-94.8%
UVXY vs QSR
+25.8%
-120.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -6.1% |
| 7D | +2.8% | -4.0% | +6.8% | -1.3% |
| 30D | -11.4% | +2.8% | -14.1% | -8.5% |
| 3M | -41.5% | +5.1% | -46.6% | -38.1% |
| 6M | -61.0% | +8.8% | -69.8% | -56.3% |
| YTD | -49.8% | +14.8% | -64.7% | -39.8% |
| 1Y | -66.4% | +25.7% | -92.2% | -54.0% |
| 3Y | -94.8% | +27.5% | -122.3% | -90.5% |
| All | -94.8% | +25.8% | -120.6% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling