+93.3%
KO vs QBTS
+67.0%
+26.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -1.0% |
| 7D | -0.8% | +3.8% | -4.6% | -0.7% |
| 30D | +0.8% | -15.2% | +16.0% | +0.6% |
| 3M | +8.3% | -27.2% | +35.5% | +8.1% |
| 6M | +14.0% | -10.1% | +24.1% | +14.2% |
| YTD | +26.9% | -34.5% | +61.4% | +26.8% |
| 1Y | +32.7% | +6.0% | +26.7% | +33.4% |
| 3Y | +63.9% | +1,779.3% | -1,715.3% | +69.9% |
| 5Y | +81.7% | +75.4% | +6.3% | +84.1% |
| All | +93.3% | +67.0% | +26.3% | +93.9% |
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