+63.3%
QBTS vs UPS
-20.4%
+83.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.1% |
| 7D | -2.4% | -2.9% | +0.5% | -1.5% |
| 30D | -22.5% | -3.5% | -19.0% | -21.5% |
| 3M | -40.0% | -5.7% | -34.3% | -38.9% |
| 6M | -12.3% | -4.4% | -8.0% | -11.5% |
| YTD | -36.6% | +8.0% | -44.6% | -38.3% |
| 1Y | +8.4% | +29.0% | -20.6% | -0.5% |
| 3Y | +1,380.4% | -27.7% | +1,408.1% | +1,412.7% |
| 5Y | +69.7% | -34.3% | +104.0% | +75.8% |
| All | +63.3% | -20.4% | +83.8% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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