+70.2%
QBTS vs UPST
-88.8%
+159.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -2.4% | -3.5% | +1.1% | -1.3% |
| 30D | -22.5% | -7.1% | -15.4% | -20.6% |
| 3M | -40.0% | -13.1% | -26.9% | -36.7% |
| 6M | -12.3% | -1.1% | -11.2% | -11.0% |
| YTD | -36.6% | -35.9% | -0.7% | -27.1% |
| 1Y | +8.4% | -57.4% | +65.9% | +39.5% |
| 3Y | +1,380.4% | -14.9% | +1,395.2% | +1,387.2% |
| All | +70.2% | -88.8% | +159.0% | +59.3% |
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