+190.2%
ORCL vs QBTS
+72.4%
+117.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.6% | -4.2% | +2.0% |
| 7D | +15.0% | +6.8% | +8.2% | +14.6% |
| 30D | +10.5% | -14.9% | +25.4% | +11.5% |
| 3M | -23.0% | -31.6% | +8.6% | -21.7% |
| 6M | +7.0% | -4.9% | +11.9% | +6.6% |
| YTD | -15.8% | -32.4% | +16.6% | -15.1% |
| 1Y | -31.1% | +14.6% | -45.7% | -31.9% |
| 3Y | +33.3% | +1,839.6% | -1,806.3% | +19.4% |
| 5Y | +94.3% | +81.2% | +13.1% | +59.8% |
| All | +190.2% | +72.4% | +117.9% | +136.9% |
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 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