-60.9%
QBTS vs UPST
-44.0%
-16.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +6.1% |
| 7D | +13.7% | +4.4% | +9.3% | +9.7% |
| 30D | -21.3% | -7.7% | -13.6% | -16.1% |
| 3M | -44.7% | -28.4% | -16.3% | -28.5% |
| 6M | -49.2% | -23.2% | -26.0% | -37.5% |
| YTD | -56.1% | -49.1% | -7.0% | -30.1% |
| All | -60.9% | -44.0% | -16.9% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling