-62.7%
QBTS vs UL
-0.9%
-61.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.4% | -8.0% | -7.3% |
| 7D | +8.7% | -2.5% | +11.2% | +6.9% |
| 30D | -26.5% | +5.7% | -32.1% | -22.9% |
| 3M | -52.6% | +7.0% | -59.5% | -49.8% |
| 6M | -56.0% | +16.1% | -72.0% | -49.7% |
| YTD | -62.4% | +3.6% | -65.9% | -60.2% |
| 1Y | -62.7% | -1.4% | -61.4% | -61.7% |
| All | -62.7% | -0.9% | -61.8% | -61.7% |
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