+65.5%
QBTS vs UVXY
-99.9%
+165.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | -0.6% |
| 7D | +1.3% | +2.8% | -1.5% | +2.0% |
| 30D | -19.0% | -11.4% | -7.6% | -20.7% |
| 3M | -29.5% | -41.5% | +12.0% | -35.7% |
| 6M | -11.2% | -61.0% | +49.9% | -22.8% |
| YTD | -35.8% | -49.8% | +14.1% | -39.7% |
| 1Y | +1.7% | -66.4% | +68.1% | -8.2% |
| 3Y | +1,470.1% | -94.8% | +1,564.9% | +1,289.8% |
| 5Y | +72.3% | -99.7% | +172.0% | +49.0% |
| All | +65.5% | -99.9% | +165.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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