+1.7%
QBTS vs ULTA
+5.8%
-4.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.2% |
| 7D | +1.3% | -3.1% | +4.4% | +2.3% |
| 30D | -19.0% | +2.8% | -21.8% | -19.9% |
| 3M | -29.5% | +14.8% | -44.2% | -32.9% |
| 6M | -11.2% | -16.2% | +5.1% | -8.2% |
| YTD | -35.8% | -9.6% | -26.1% | -33.1% |
| 1Y | +1.7% | +4.8% | -3.1% | +12.8% |
| All | +1.7% | +5.8% | -4.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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