+74.1%
QBTS vs ULTA
+103.4%
-29.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.6% | +9.2% | +7.4% |
| 7D | +6.8% | +0.7% | +6.2% | +6.5% |
| 30D | -14.9% | -2.8% | -12.1% | -14.4% |
| 3M | -31.6% | +18.7% | -50.3% | -35.5% |
| 6M | -4.9% | -15.0% | +10.1% | -1.2% |
| YTD | -32.4% | -9.2% | -23.2% | -31.0% |
| 1Y | +14.6% | +5.7% | +8.9% | +11.6% |
| 3Y | +1,839.6% | +32.8% | +1,806.9% | +1,605.4% |
| 5Y | +81.2% | +46.0% | +35.3% | +57.8% |
| All | +74.1% | +103.4% | -29.4% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling