+79.4%
QBTS vs AUR
-34.9%
+114.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.7% | +3.9% | +5.7% |
| 7D | +6.8% | +19.2% | -12.4% | +0.5% |
| 30D | -14.9% | -7.8% | -7.1% | -12.7% |
| 3M | -31.6% | +4.0% | -35.6% | -32.2% |
| 6M | -4.9% | +45.0% | -49.9% | -14.6% |
| YTD | -32.4% | +69.5% | -102.0% | -41.7% |
| 1Y | +14.6% | +13.0% | +1.6% | +12.6% |
| 3Y | +1,839.6% | +90.4% | +1,749.3% | +1,548.1% |
| 5Y | +81.2% | -34.2% | +115.4% | +44.2% |
| All | +79.4% | -34.9% | +114.3% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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