+13.1%
QBTS vs UPST
-14.4%
+27.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +7.0% |
| 7D | +13.7% | +4.4% | +9.3% | +12.5% |
| 30D | -21.3% | -7.7% | -13.6% | -19.6% |
| 3M | -44.7% | -28.4% | -16.3% | -40.3% |
| 6M | -49.2% | -23.2% | -26.0% | -45.5% |
| YTD | -56.1% | -49.1% | -7.0% | -48.6% |
| 1Y | -61.1% | -42.4% | -18.8% | -55.4% |
| 3Y | +1,511.0% | +5.4% | +1,505.6% | +1,555.5% |
| 5Y | +16.6% | -92.9% | +109.5% | +22.9% |
| All | +13.1% | -14.4% | +27.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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