+72.0%
QBTS vs UVXY
-99.7%
+171.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | -0.8% |
| 7D | +1.3% | +2.8% | -1.5% | +2.1% |
| 30D | -19.0% | -11.4% | -7.6% | -21.0% |
| 3M | -29.5% | -41.5% | +12.0% | -36.6% |
| 6M | -11.2% | -61.0% | +49.9% | -24.4% |
| YTD | -35.8% | -49.8% | +14.1% | -40.3% |
| 1Y | +1.7% | -66.4% | +68.1% | -9.7% |
| 3Y | +1,470.1% | -94.8% | +1,564.9% | +1,255.3% |
| All | +72.0% | -99.7% | +171.6% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling