-10.8%
QBTS vs OUST
-69.5%
+58.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -9.0% | -3.8% | -9.6% |
| 7D | -21.7% | -5.0% | -16.7% | -20.4% |
| 30D | -42.7% | -32.0% | -10.6% | -34.5% |
| 3M | -57.7% | -32.4% | -25.3% | -52.1% |
| 6M | -58.0% | +6.7% | -64.7% | -60.9% |
| YTD | -65.4% | +41.0% | -106.4% | -70.6% |
| 1Y | -70.8% | +18.0% | -88.8% | -73.4% |
| 3Y | +930.8% | +560.6% | +370.1% | +456.3% |
| 5Y | -7.8% | -55.1% | +47.3% | -46.1% |
| All | -10.8% | -69.5% | +58.6% | -47.4% |
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 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