+63.3%
QBTS vs UDR
+19.4%
+44.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -2.4% | -2.0% | -0.4% | -2.1% |
| 30D | -22.5% | -5.2% | -17.3% | -21.7% |
| 3M | -40.0% | -5.8% | -34.2% | -39.6% |
| 6M | -12.3% | -1.7% | -10.6% | -12.7% |
| YTD | -36.6% | +2.4% | -39.0% | -37.4% |
| 1Y | +8.4% | -2.1% | +10.6% | +8.0% |
| 3Y | +1,380.4% | +4.2% | +1,376.1% | +1,312.4% |
| 5Y | +69.7% | -20.0% | +89.7% | +64.4% |
| All | +63.3% | +19.4% | +44.0% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling