+68.7%
QBTS vs UVXY
-99.9%
+168.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -2.6% |
| 7D | +3.8% | +2.3% | +1.5% | +4.3% |
| 30D | -15.2% | -15.0% | -0.2% | -17.8% |
| 3M | -27.2% | -39.8% | +12.6% | -33.2% |
| 6M | -10.1% | -60.0% | +50.0% | -21.4% |
| YTD | -34.5% | -48.8% | +14.3% | -38.3% |
| 1Y | +6.0% | -67.3% | +73.3% | -4.8% |
| 3Y | +1,779.3% | -94.8% | +1,874.1% | +1,565.9% |
| 5Y | +75.4% | -99.7% | +175.1% | +52.4% |
| All | +68.7% | -99.9% | +168.6% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling