+69.9%
QBTS vs BROS
+43.3%
+26.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.6% |
| 7D | -2.4% | -6.7% | +4.3% | -0.8% |
| 30D | -22.5% | -29.1% | +6.6% | -16.1% |
| 3M | -40.0% | -16.7% | -23.3% | -37.5% |
| 6M | -12.3% | -11.6% | -0.7% | -10.3% |
| YTD | -36.6% | -23.9% | -12.7% | -32.8% |
| 1Y | +8.4% | -34.8% | +43.2% | +18.0% |
| 3Y | +1,380.4% | +62.1% | +1,318.3% | +1,341.6% |
| All | +69.9% | +43.3% | +26.6% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling