-5.8%
QBTS vs ALK
-24.8%
+19.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.2% |
| 7D | -10.5% | -1.2% | -9.3% | -9.8% |
| 30D | -20.5% | +7.7% | -28.2% | -23.3% |
| 3M | -54.3% | -19.0% | -35.3% | -50.0% |
| 6M | -55.4% | -0.2% | -55.2% | -55.7% |
| YTD | -63.4% | -23.5% | -39.9% | -59.7% |
| 1Y | -59.1% | -9.1% | -50.0% | -57.7% |
| 3Y | +1,216.8% | +12.0% | +1,204.8% | +1,169.3% |
| 5Y | -2.6% | -30.9% | +28.2% | +1.2% |
| All | -5.8% | -24.8% | +19.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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