+139.3%
HOOD vs QBTS
+17.6%
+121.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.4% | -4.4% | +2.0% |
| 7D | -0.6% | +13.7% | -14.3% | -2.4% |
| 30D | -23.6% | -21.3% | -2.3% | -21.2% |
| 3M | -10.7% | -44.7% | +34.1% | -3.6% |
| 6M | +8.2% | -49.2% | +57.3% | +16.4% |
| YTD | -26.3% | -56.1% | +29.8% | -19.8% |
| 1Y | -36.1% | -61.1% | +25.0% | -29.9% |
| 3Y | +950.7% | +1,511.0% | -560.3% | +644.8% |
| 5Y | +127.0% | +16.6% | +110.5% | +56.1% |
| All | +139.3% | +17.6% | +121.6% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling