-78.0%
PATH vs QBTS
+68.2%
-146.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -16.5% |
| 7D | -16.3% | -2.4% | -13.9% | -16.1% |
| 30D | +9.9% | -22.5% | +32.4% | +12.5% |
| 3M | +30.2% | -40.0% | +70.2% | +35.5% |
| 6M | +37.2% | -12.3% | +49.5% | +35.7% |
| YTD | -7.3% | -36.6% | +29.3% | -5.9% |
| 1Y | +40.0% | +8.4% | +31.6% | +34.3% |
| 3Y | -4.4% | +1,380.4% | -1,384.8% | -39.1% |
| 5Y | -76.0% | +69.7% | -145.7% | -85.1% |
| All | -78.0% | +68.2% | -146.1% | -86.3% |
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