+4.9%
QBTS vs OUST
-61.8%
+66.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.6% | +14.0% | -11.4% | -1.5% |
| 30D | -22.5% | +2.5% | -25.0% | -23.2% |
| 3M | -47.4% | -15.3% | -32.0% | -44.6% |
| 6M | -55.7% | +42.6% | -98.3% | -62.6% |
| YTD | -59.3% | +76.6% | -135.9% | -68.0% |
| 1Y | -63.3% | +54.1% | -117.3% | -69.4% |
| 3Y | +1,379.2% | +675.3% | +703.9% | +650.0% |
| 5Y | +8.3% | -45.1% | +53.4% | -41.3% |
| All | +4.9% | -61.8% | +66.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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