+130.1%
ORCL vs QBTS
+3.9%
+126.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +8.7% |
| 7D | +3.8% | +2.6% | +1.2% | +3.5% |
| 30D | -6.6% | -22.5% | +15.9% | -5.2% |
| 3M | -11.4% | -47.4% | +35.9% | -8.3% |
| 6M | -33.3% | -55.7% | +22.4% | -30.7% |
| YTD | -33.3% | -59.3% | +26.0% | -30.8% |
| 1Y | -44.9% | -63.3% | +18.4% | -42.8% |
| 3Y | +17.6% | +1,379.2% | -1,361.5% | +8.2% |
| 5Y | +46.1% | +8.3% | +37.7% | +23.5% |
| All | +130.1% | +3.9% | +126.2% | +93.2% |
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