-59.1%
QBTS vs UL
+0.7%
-59.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.0% |
| 7D | -10.5% | +1.1% | -11.6% | -9.7% |
| 30D | -20.5% | +4.5% | -25.0% | -17.3% |
| 3M | -54.3% | +6.5% | -60.7% | -51.6% |
| 6M | -55.4% | +18.2% | -73.6% | -48.2% |
| YTD | -63.4% | +4.7% | -68.1% | -60.9% |
| 1Y | -59.1% | +0.8% | -59.9% | -57.2% |
| All | -59.1% | +0.7% | -59.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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