+187.4%
ORLY vs QBTS
+63.9%
+123.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.4% |
| 7D | -2.4% | +1.3% | -3.7% | -2.3% |
| 30D | -6.8% | -19.0% | +12.2% | -6.9% |
| 3M | -4.8% | -29.5% | +24.7% | -4.9% |
| 6M | -9.1% | -11.2% | +2.1% | -9.0% |
| YTD | -5.9% | -35.8% | +29.8% | -6.0% |
| 1Y | -20.4% | +1.7% | -22.1% | -20.1% |
| 3Y | +36.6% | +1,470.1% | -1,433.5% | +41.9% |
| 5Y | +117.3% | +72.3% | +45.0% | +119.7% |
| All | +187.4% | +63.9% | +123.5% | +200.8% |
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