-55.4%
QBTS vs BROS
-28.7%
-26.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.5% | -9.3% | -4.7% |
| 7D | -10.5% | +6.3% | -16.8% | -12.0% |
| 30D | -20.5% | -8.3% | -12.2% | -17.8% |
| 3M | -54.3% | -29.8% | -24.5% | -49.6% |
| 6M | -55.4% | -25.8% | -29.6% | -26.4% |
| All | -55.4% | -28.7% | -26.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 6mo: compounded portfolio wealth divided by compounded BROS 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…
6mo analysis · Full analysis span regression · 6 months rolling