+855.1%
QBTS vs UMAC
+549.5%
+305.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.3% | -2.8% | +3.8% |
| 7D | +6.8% | +14.7% | -7.9% | +2.6% |
| 30D | -14.9% | -0.5% | -14.4% | -16.0% |
| 3M | -31.6% | +0.5% | -32.1% | -33.2% |
| 6M | -4.9% | +57.9% | -62.9% | -23.1% |
| YTD | -32.4% | +103.9% | -136.4% | -49.3% |
| 1Y | +14.6% | +159.3% | -144.7% | -18.7% |
| All | +855.1% | +549.5% | +305.6% | +432.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling