+8.5%
QBTS vs OUST
-49.1%
+57.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +14.0% | +4.0% | +12.4% |
| 7D | +0.3% | +17.0% | -16.7% | -5.8% |
| 30D | -29.8% | -16.5% | -13.3% | -24.7% |
| 3M | -45.0% | -23.7% | -21.3% | -39.5% |
| 6M | -55.2% | +18.4% | -73.6% | -60.6% |
| YTD | -59.2% | +60.8% | -119.9% | -68.1% |
| 1Y | -62.4% | +44.2% | -106.6% | -69.0% |
| 3Y | +1,264.0% | +668.1% | +595.9% | +499.5% |
| All | +8.5% | -49.1% | +57.6% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling