+5.2%
QBTS vs OUST
-65.2%
+70.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +14.0% | +4.0% | +13.0% |
| 7D | +0.3% | +17.0% | -16.7% | -5.1% |
| 30D | -29.8% | -16.5% | -13.3% | -25.2% |
| 3M | -45.0% | -23.7% | -21.3% | -40.0% |
| 6M | -55.2% | +18.4% | -73.6% | -59.7% |
| YTD | -59.2% | +60.8% | -119.9% | -66.8% |
| 1Y | -62.4% | +44.2% | -106.6% | -67.9% |
| 3Y | +1,264.0% | +668.1% | +595.9% | +602.0% |
| 5Y | +8.8% | -48.8% | +57.6% | -39.1% |
| All | +5.2% | -65.2% | +70.4% | -40.6% |
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