+142.6%
ON vs QBTS
+61.8%
+80.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +2.4% | -2.4% | +4.9% | +2.6% |
| 30D | -3.3% | -22.5% | +19.2% | -1.7% |
| 3M | -43.6% | -40.0% | -3.6% | -41.8% |
| 6M | +19.0% | -12.3% | +31.3% | +18.7% |
| YTD | +37.4% | -36.6% | +74.0% | +39.2% |
| 1Y | +54.8% | +8.4% | +46.3% | +50.7% |
| 3Y | -25.2% | +1,380.4% | -1,405.5% | -41.4% |
| 5Y | +62.7% | +69.7% | -7.0% | +21.2% |
| All | +142.6% | +61.8% | +80.8% | +91.1% |
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