+63.3%
QBTS vs OUST
-63.6%
+126.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.0% |
| 7D | -2.4% | +5.2% | -7.6% | -4.2% |
| 30D | -22.5% | -19.3% | -3.2% | -16.8% |
| 3M | -40.0% | -22.6% | -17.4% | -36.2% |
| 6M | -12.3% | +62.8% | -75.1% | -29.1% |
| YTD | -36.6% | +68.3% | -104.9% | -49.0% |
| 1Y | +8.4% | +28.5% | -20.1% | -3.6% |
| 3Y | +1,380.4% | +554.0% | +826.3% | +681.2% |
| 5Y | +69.7% | -56.2% | +125.9% | -5.7% |
| All | +63.3% | -63.6% | +126.9% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling