+800.5%
QBTS vs UMAC
+488.3%
+312.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.6% | -1.7% |
| 7D | -1.0% | -4.0% | +3.0% | +0.2% |
| 30D | -17.6% | -9.4% | -8.3% | -16.4% |
| 3M | -28.3% | +3.0% | -31.3% | -30.5% |
| 6M | -11.2% | +27.2% | -38.4% | -23.5% |
| YTD | -36.3% | +84.7% | -121.0% | -50.8% |
| 1Y | +3.9% | +136.5% | -132.6% | -24.2% |
| All | +800.5% | +488.3% | +312.3% | +416.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling