-65.1%
QBTS vs UDR
+14.9%
-80.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +0.6% |
| 7D | -11.8% | +7.2% | -19.0% | -10.9% |
| 30D | -33.6% | +10.5% | -44.1% | -32.7% |
| 3M | -52.5% | -2.3% | -50.2% | -52.8% |
| 6M | -50.4% | +4.0% | -54.4% | -52.1% |
| YTD | -60.3% | +5.6% | -65.9% | -60.4% |
| 1Y | -65.1% | +13.0% | -78.1% | -66.3% |
| All | -65.1% | +14.9% | -80.0% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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