-5.8%
QBTS vs BP
+178.4%
-184.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | -10.5% | +3.8% | -14.3% | -10.9% |
| 30D | -20.5% | -5.3% | -15.2% | -20.1% |
| 3M | -54.3% | +9.3% | -63.5% | -55.0% |
| 6M | -55.4% | +7.2% | -62.6% | -56.2% |
| YTD | -63.4% | +38.0% | -101.5% | -66.3% |
| 1Y | -59.1% | +33.2% | -92.3% | -62.0% |
| 3Y | +1,216.8% | +50.3% | +1,166.5% | +1,088.4% |
| 5Y | -2.6% | +114.1% | -116.7% | -10.3% |
| All | -5.8% | +178.4% | -184.2% | -10.3% |
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