+81.2%
QBTS vs BP
+131.3%
-50.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.1% | +6.1% |
| 7D | +6.8% | +0.9% | +5.9% | +6.7% |
| 30D | -14.9% | +9.1% | -24.0% | -16.4% |
| 3M | -31.6% | +3.9% | -35.5% | -32.4% |
| 6M | -4.9% | +13.6% | -18.6% | -9.4% |
| YTD | -32.4% | +34.0% | -66.5% | -38.6% |
| 1Y | +14.6% | +39.2% | -24.6% | +2.9% |
| 3Y | +1,839.6% | +36.4% | +1,803.2% | +1,624.3% |
| 5Y | +81.2% | +135.8% | -54.6% | +62.7% |
| All | +81.2% | +131.3% | -50.0% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling