+72.0%
QBTS vs ULTA
+44.7%
+27.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.0% |
| 3M | -29.5% | +14.8% | -44.2% | -33.1% |
| 6M | -11.2% | -16.2% | +5.1% | -6.8% |
| YTD | -35.8% | -9.6% | -26.1% | -34.2% |
| 1Y | +1.7% | +4.8% | -3.1% | -1.0% |
| 3Y | +1,470.1% | +30.7% | +1,439.4% | +1,254.1% |
| All | +72.0% | +44.7% | +27.3% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling