+63.3%
QBTS vs UEC
+659.2%
-595.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -2.4% | -6.9% | +4.5% | -0.8% |
| 30D | -22.5% | +7.6% | -30.1% | -23.8% |
| 3M | -40.0% | -18.4% | -21.6% | -37.1% |
| 6M | -12.3% | -23.3% | +10.9% | -6.9% |
| YTD | -36.6% | -1.2% | -35.4% | -34.9% |
| 1Y | +8.4% | +2.3% | +6.1% | +11.2% |
| 3Y | +1,380.4% | +162.3% | +1,218.1% | +1,261.5% |
| 5Y | +69.7% | +287.2% | -217.5% | +52.8% |
| All | +63.3% | +659.2% | -595.9% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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