+68.7%
QBTS vs UPRO
+332.9%
-264.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.4% |
| 7D | +3.8% | -1.3% | +5.1% | +4.5% |
| 30D | -15.2% | -5.0% | -10.2% | -12.8% |
| 3M | -27.2% | +7.5% | -34.7% | -29.1% |
| 6M | -10.1% | +33.2% | -43.3% | -19.5% |
| YTD | -34.5% | +27.7% | -62.2% | -39.9% |
| 1Y | +6.0% | +43.0% | -37.0% | -6.2% |
| 3Y | +1,779.3% | +224.4% | +1,554.8% | +1,214.7% |
| 5Y | +75.4% | +135.9% | -60.4% | +24.1% |
| All | +68.7% | +332.9% | -264.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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