+1,470.1%
QBTS vs BRO
-7.6%
+1,477.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +1.3% | -7.3% | +8.6% | +2.1% |
| 30D | -19.0% | -6.9% | -12.1% | -18.5% |
| 3M | -29.5% | +10.7% | -40.1% | -32.4% |
| 6M | -11.2% | -2.7% | -8.5% | -11.0% |
| YTD | -35.8% | -16.3% | -19.4% | -32.2% |
| 1Y | +1.7% | -29.1% | +30.8% | +16.0% |
| 3Y | +1,470.1% | -7.8% | +1,477.9% | +993.9% |
| All | +1,470.1% | -7.6% | +1,477.7% | +993.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling