+315.6%
QBTS vs USAR
-18.7%
+334.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +10.8% | +7.2% | +14.2% |
| 7D | +0.3% | -14.5% | +14.8% | +6.3% |
| 30D | -29.8% | -37.8% | +8.0% | -17.1% |
| 3M | -45.0% | -52.8% | +7.8% | -28.7% |
| 6M | -55.2% | -71.2% | +16.1% | -31.8% |
| YTD | -59.2% | -30.9% | -28.3% | -52.5% |
| 1Y | -62.4% | -48.0% | -14.4% | -52.8% |
| 3Y | +1,264.0% | -19.7% | +1,283.7% | +859.6% |
| All | +315.6% | -18.7% | +334.3% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling