+808.1%
QBTS vs UMAC
+473.8%
+334.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.6% |
| 7D | +1.3% | -3.4% | +4.7% | +2.3% |
| 30D | -19.0% | -15.1% | -3.9% | -16.2% |
| 3M | -29.5% | -10.8% | -18.7% | -28.6% |
| 6M | -11.2% | +15.7% | -26.8% | -21.4% |
| YTD | -35.8% | +80.1% | -115.9% | -50.0% |
| 1Y | +1.7% | +116.7% | -115.0% | -24.2% |
| All | +808.1% | +473.8% | +334.4% | +424.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling