-3.1%
QBTS vs UEC
+347.4%
-350.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.9% | -1.7% | -6.1% |
| 7D | +8.7% | +4.9% | +3.8% | +7.9% |
| 30D | -26.5% | -17.5% | -9.0% | -22.4% |
| 3M | -52.6% | -40.1% | -12.4% | -46.1% |
| 6M | -56.0% | -56.1% | +0.2% | -46.4% |
| YTD | -62.4% | -41.8% | -20.6% | -55.9% |
| 1Y | -62.7% | -44.8% | -17.9% | -55.7% |
| 3Y | +1,266.7% | +20.6% | +1,246.1% | +1,351.3% |
| 5Y | +0.2% | +24.3% | -24.1% | +2.8% |
| All | -3.1% | +347.4% | -350.4% | +1.2% |
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