+545.1%
QBTS vs USAR
+74.0%
+471.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3Y | +1,380.4% | +73.2% | +1,307.1% | +635.5% |
| All | +545.1% | +74.0% | +471.1% | +176.6% |
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