+70.2%
QBTS vs ALK
-25.3%
+95.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -2.2% |
| 7D | -2.4% | -0.7% | -1.8% | -2.2% |
| 30D | -22.5% | -19.2% | -3.3% | -14.2% |
| 3M | -40.0% | -1.5% | -38.5% | -40.1% |
| 6M | -12.3% | -13.1% | +0.7% | -8.1% |
| YTD | -36.6% | -16.4% | -20.2% | -32.3% |
| 1Y | +8.4% | -33.1% | +41.5% | +26.9% |
| 3Y | +1,380.4% | +0.6% | +1,379.7% | +1,305.6% |
| All | +70.2% | -25.3% | +95.5% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling