+3.3%
QBTS vs UL
+23.9%
-20.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.4% | -8.7% |
| 7D | +1.1% | +2.6% | -1.5% | +1.9% |
| 30D | -28.1% | +6.8% | -34.8% | -26.6% |
| 3M | -48.1% | +5.7% | -53.8% | -47.1% |
| 6M | -53.6% | +15.9% | -69.4% | -51.3% |
| YTD | -59.9% | +4.3% | -64.2% | -58.8% |
| 1Y | -64.3% | -0.4% | -63.9% | -63.5% |
| 3Y | +1,355.6% | +35.0% | +1,320.6% | +1,442.3% |
| 5Y | +6.6% | +31.6% | -25.0% | +13.7% |
| All | +3.3% | +23.9% | -20.6% | +11.7% |
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 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