-54.5%
BABA vs QBTS
+61.8%
-116.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.3% |
| 7D | -4.8% | -2.4% | -2.3% | -4.7% |
| 30D | -11.9% | -22.5% | +10.6% | -11.1% |
| 3M | -9.3% | -40.0% | +30.7% | -7.7% |
| 6M | -14.2% | -12.3% | -1.9% | -14.7% |
| YTD | -22.0% | -36.6% | +14.6% | -21.6% |
| 1Y | -12.7% | +8.4% | -21.1% | -14.6% |
| 3Y | +26.7% | +1,380.4% | -1,353.7% | +8.5% |
| 5Y | -29.3% | +69.7% | -99.0% | -37.7% |
| All | -54.5% | +61.8% | -116.3% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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