+1,329.3%
QBTS vs BURL
+63.9%
+1,265.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.6% |
| 7D | -2.4% | -2.8% | +0.4% | -1.3% |
| 30D | -22.5% | -28.2% | +5.7% | -10.1% |
| 3M | -40.0% | -17.6% | -22.4% | -35.5% |
| 6M | -12.3% | -11.8% | -0.5% | -9.2% |
| YTD | -36.6% | -8.1% | -28.5% | -35.8% |
| 1Y | +8.4% | -12.0% | +20.4% | +10.3% |
| All | +1,329.3% | +63.9% | +1,265.4% | +923.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling