+272.0%
QBTS vs USAR
-19.4%
+291.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.2% |
| 7D | -10.5% | -0.8% | -9.7% | -10.1% |
| 30D | -20.5% | -20.9% | +0.4% | -13.5% |
| 3M | -54.3% | -56.2% | +1.9% | -39.1% |
| 6M | -55.4% | -67.9% | +12.5% | -34.2% |
| YTD | -63.4% | -31.4% | -32.0% | -57.2% |
| 1Y | -59.1% | -45.1% | -14.1% | -49.3% |
| 3Y | +1,216.8% | -20.3% | +1,237.1% | +823.9% |
| All | +272.0% | -19.4% | +291.4% | +108.3% |
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