+8.5%
QBTS vs UPST
-93.6%
+102.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.1% | +19.1% | +18.4% |
| 7D | +0.3% | -4.9% | +5.2% | +1.9% |
| 30D | -29.8% | -8.9% | -21.0% | -27.6% |
| 3M | -45.0% | -26.3% | -18.6% | -39.3% |
| 6M | -55.2% | -23.7% | -31.5% | -50.7% |
| YTD | -59.2% | -49.9% | -9.2% | -49.1% |
| 1Y | -62.4% | -42.0% | -20.4% | -54.8% |
| 3Y | +1,264.0% | -25.3% | +1,289.3% | +1,341.6% |
| All | +8.5% | -93.6% | +102.1% | +9.1% |
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