+63.3%
QBTS vs UL
+19.6%
+43.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -2.4% | -1.3% | -1.1% | -2.7% |
| 30D | -22.5% | +0.5% | -23.0% | -22.3% |
| 3M | -40.0% | +17.6% | -57.6% | -37.4% |
| 6M | -12.3% | -5.4% | -7.0% | -12.4% |
| YTD | -36.6% | +0.7% | -37.3% | -35.7% |
| 1Y | +8.4% | -9.3% | +17.7% | +8.8% |
| 3Y | +1,380.4% | +24.5% | +1,355.8% | +1,435.4% |
| 5Y | +69.7% | +23.2% | +46.5% | +78.4% |
| All | +63.3% | +19.6% | +43.7% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling