-2.9%
QBTS vs UPST
-92.5%
+89.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -5.0% | -3.5% |
| 7D | -10.5% | -10.6% | +0.2% | -7.0% |
| 30D | -20.5% | -14.0% | -6.5% | -16.3% |
| 3M | -54.3% | -36.8% | -17.4% | -46.8% |
| 6M | -55.4% | -27.5% | -27.9% | -50.0% |
| YTD | -63.4% | -55.3% | -8.2% | -52.5% |
| 1Y | -59.1% | -47.5% | -11.6% | -49.1% |
| 3Y | +1,216.8% | -10.4% | +1,227.2% | +1,275.9% |
| All | -2.9% | -92.5% | +89.5% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling