+4.4%
GOOGL vs QBTS
-66.5%
+70.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -11.1% | -11.8% | +0.7% | -10.2% |
| 30D | -16.6% | -33.6% | +17.0% | -14.2% |
| 3M | -23.4% | -52.5% | +29.0% | -19.5% |
| 6M | -24.5% | -50.4% | +25.9% | -22.0% |
| YTD | -7.5% | -60.3% | +52.8% | -4.7% |
| 1Y | +4.4% | -65.1% | +69.5% | +8.7% |
| All | +4.4% | -66.5% | +70.9% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling