+307.8%
QBTS vs USAR
-21.7%
+329.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.6% | +1.0% | -5.2% |
| 7D | +1.1% | -9.1% | +10.1% | +5.1% |
| 30D | -28.1% | -36.9% | +8.9% | -15.3% |
| 3M | -48.1% | -58.4% | +10.3% | -29.6% |
| 6M | -53.6% | -70.6% | +17.1% | -29.6% |
| YTD | -59.9% | -33.4% | -26.5% | -52.6% |
| 1Y | -64.3% | -54.0% | -10.3% | -53.6% |
| 3Y | +1,355.6% | -22.7% | +1,378.2% | +931.9% |
| All | +307.8% | -21.7% | +329.5% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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