-65.1%
QBTS vs UMAC
+2.9%
-68.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.9% | +11.0% | +5.0% |
| 7D | -11.8% | -26.0% | +14.2% | +0.8% |
| 30D | -33.6% | -40.3% | +6.7% | -16.3% |
| 3M | -52.5% | -51.1% | -1.3% | -36.6% |
| 6M | -50.4% | -5.6% | -44.7% | -57.8% |
| YTD | -60.3% | +2.3% | -62.6% | -73.4% |
| 1Y | -65.1% | +7.9% | -73.0% | -78.4% |
| All | -65.1% | +2.9% | -68.0% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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