-3.0%
QBTS vs UPST
-26.3%
+23.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.9% | -0.7% | -6.0% |
| 7D | +8.7% | -13.5% | +22.2% | +12.6% |
| 30D | -26.5% | -19.6% | -6.8% | -22.3% |
| 3M | -52.6% | -34.2% | -18.4% | -47.6% |
| 6M | -56.0% | -31.2% | -24.8% | -51.5% |
| YTD | -62.4% | -56.2% | -6.2% | -54.2% |
| 1Y | -62.7% | -51.7% | -11.1% | -55.4% |
| 3Y | +1,266.7% | -8.2% | +1,274.9% | +1,354.4% |
| 5Y | +0.2% | -92.8% | +93.0% | +9.4% |
| All | -3.0% | -26.3% | +23.4% | +3.9% |
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