+1,558.0%
QBTS vs USAR
+73.1%
+1,484.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -2.4% | -2.1% | -0.3% | -1.7% |
| 30D | -22.5% | +2.6% | -25.1% | -23.1% |
| 3M | -40.0% | -35.0% | -5.0% | -30.9% |
| 6M | -12.3% | -6.9% | -5.4% | -9.4% |
| YTD | -36.6% | +48.0% | -84.6% | -43.2% |
| 1Y | +8.4% | +24.8% | -16.4% | +3.0% |
| All | +1,558.0% | +73.1% | +1,484.9% | +1,245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling