-10.8%
QBTS vs ALLE
+84.6%
-95.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.9% | -9.9% | -11.7% |
| 7D | -21.7% | 0.0% | -21.8% | -21.7% |
| 30D | -42.7% | +20.6% | -63.3% | -47.0% |
| 3M | -57.7% | +11.4% | -69.1% | -59.6% |
| 6M | -58.0% | +42.5% | -100.5% | -63.8% |
| YTD | -65.4% | +18.9% | -84.3% | -68.0% |
| 1Y | -70.8% | +14.2% | -85.0% | -72.6% |
| 3Y | +930.8% | +90.7% | +840.1% | +717.7% |
| 5Y | -7.8% | +52.5% | -60.3% | -22.0% |
| All | -10.8% | +84.6% | -95.4% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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