-63.3%
QBTS vs ALK
-3.2%
-60.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.4% |
| 7D | +2.6% | +2.6% | 0.0% | +1.3% |
| 30D | -22.5% | +7.8% | -30.3% | -26.2% |
| 3M | -47.4% | -15.2% | -32.1% | -41.6% |
| 6M | -55.7% | +5.0% | -60.7% | -58.1% |
| YTD | -59.3% | -18.4% | -40.8% | -54.6% |
| 1Y | -63.3% | -2.4% | -60.9% | -63.7% |
| All | -63.3% | -3.2% | -60.0% | -63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling