+587.5%
QBTS vs USAR
+74.5%
+513.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.5% |
| 7D | +6.8% | +2.3% | +4.5% | +6.0% |
| 30D | -14.9% | -8.6% | -6.2% | -12.2% |
| 3M | -31.6% | -20.5% | -11.1% | -26.0% |
| 6M | -4.9% | +1.2% | -6.2% | -3.9% |
| YTD | -32.4% | +48.4% | -80.8% | -39.6% |
| 1Y | +14.6% | +30.6% | -16.0% | +7.7% |
| 3Y | +1,839.6% | +73.6% | +1,766.0% | +867.4% |
| All | +587.5% | +74.5% | +513.0% | +194.5% |
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