-62.7%
QBTS vs OUST
+46.4%
-109.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.2% | -3.4% | -5.1% |
| 7D | +8.7% | +19.9% | -11.2% | -1.8% |
| 30D | -26.5% | +3.6% | -30.1% | -28.3% |
| 3M | -52.6% | -20.6% | -31.9% | -46.9% |
| 6M | -56.0% | +35.1% | -91.0% | -70.8% |
| YTD | -62.4% | +69.1% | -131.5% | -82.2% |
| 1Y | -62.7% | +49.9% | -112.7% | -79.2% |
| All | -62.7% | +46.4% | -109.1% | -79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling