+1,055.8%
QBTS vs ALK
+15.2%
+1,040.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -3.2% | -9.6% | -11.0% |
| 7D | -21.7% | +7.1% | -28.8% | -25.1% |
| 30D | -42.7% | -3.0% | -39.7% | -41.9% |
| 3M | -57.7% | -25.6% | -32.0% | -50.4% |
| 6M | -58.0% | +0.5% | -58.5% | -58.9% |
| YTD | -65.4% | -23.1% | -42.3% | -61.1% |
| 1Y | -70.8% | -7.5% | -63.3% | -70.1% |
| All | +1,055.8% | +15.2% | +1,040.6% | +948.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling