+187.6%
ORLY vs QBTS
+72.4%
+115.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.6% | -8.8% | -2.2% |
| 7D | -2.3% | +6.8% | -9.2% | -2.3% |
| 30D | -8.2% | -14.9% | +6.7% | -8.2% |
| 3M | -3.5% | -31.6% | +28.1% | -3.7% |
| 6M | -9.2% | -4.9% | -4.3% | -9.1% |
| YTD | -5.8% | -32.4% | +26.6% | -5.9% |
| 1Y | -19.3% | +14.6% | -33.9% | -19.0% |
| 3Y | +34.4% | +1,839.6% | -1,805.2% | +40.0% |
| 5Y | +117.8% | +81.2% | +36.6% | +120.3% |
| All | +187.6% | +72.4% | +115.2% | +201.1% |
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