+63.3%
QBTS vs BP
+163.8%
-100.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | -2.4% | +3.9% | -6.4% | -3.0% |
| 30D | -22.5% | +7.6% | -30.1% | -23.4% |
| 3M | -40.0% | +0.7% | -40.7% | -40.2% |
| 6M | -12.3% | +15.5% | -27.8% | -16.0% |
| YTD | -36.6% | +30.8% | -67.4% | -40.9% |
| 1Y | +8.4% | +34.3% | -25.9% | +0.5% |
| 3Y | +1,380.4% | +35.1% | +1,345.3% | +1,254.5% |
| 5Y | +69.7% | +126.8% | -57.1% | +58.7% |
| All | +63.3% | +163.8% | -100.5% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling