+68.7%
QBTS vs BP
+175.1%
-106.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.4% |
| 7D | +3.8% | +4.0% | -0.2% | +3.2% |
| 30D | -15.2% | +7.8% | -23.0% | -16.2% |
| 3M | -27.2% | +8.4% | -35.6% | -28.4% |
| 6M | -10.1% | +15.1% | -25.1% | -13.4% |
| YTD | -34.5% | +36.4% | -70.9% | -39.3% |
| 1Y | +6.0% | +40.9% | -34.9% | -2.4% |
| 3Y | +1,779.3% | +38.8% | +1,740.4% | +1,610.7% |
| 5Y | +75.4% | +141.1% | -65.7% | +63.2% |
| All | +68.7% | +175.1% | -106.4% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling