+1,264.0%
QBTS vs OUST
+626.4%
+637.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +14.0% | +4.0% | +11.2% |
| 7D | +0.3% | +17.0% | -16.7% | -7.1% |
| 30D | -29.8% | -16.5% | -13.3% | -23.7% |
| 3M | -45.0% | -23.7% | -21.3% | -38.5% |
| 6M | -55.2% | +18.4% | -73.6% | -62.6% |
| YTD | -59.2% | +60.8% | -119.9% | -70.8% |
| 1Y | -62.4% | +44.2% | -106.6% | -71.2% |
| 3Y | +1,264.0% | +668.1% | +595.9% | +355.4% |
| All | +1,264.0% | +626.4% | +637.6% | +355.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling