+114.7%
ORCL vs QBTS
+11.9%
+102.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.4% | -4.2% | +2.7% |
| 7D | +0.5% | +13.7% | -13.2% | -0.4% |
| 30D | -15.3% | -21.3% | +6.0% | -14.2% |
| 3M | -18.2% | -44.7% | +26.5% | -15.6% |
| 6M | -38.4% | -49.2% | +10.8% | -36.5% |
| YTD | -37.7% | -56.1% | +18.4% | -35.7% |
| 1Y | -49.3% | -61.1% | +11.9% | -47.6% |
| 3Y | +10.6% | +1,511.0% | -1,500.3% | +1.3% |
| 5Y | +35.5% | +16.6% | +18.9% | +14.1% |
| All | +114.7% | +11.9% | +102.8% | +79.5% |
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