-59.1%
QBTS vs BURL
-15.0%
-44.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -1.9% |
| 7D | -10.5% | -1.6% | -8.9% | -10.0% |
| 30D | -20.5% | -7.7% | -12.8% | -18.8% |
| 3M | -54.3% | -31.7% | -22.6% | -50.3% |
| 6M | -55.4% | -15.2% | -40.2% | -55.5% |
| YTD | -63.4% | -15.9% | -47.5% | -62.0% |
| 1Y | -59.1% | -14.2% | -44.9% | -57.2% |
| All | -59.1% | -15.0% | -44.1% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling