+6.0%
QBTS vs ESTC
-6.1%
+12.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.4% |
| 7D | +3.8% | -3.3% | +7.2% | +4.8% |
| 30D | -15.2% | +13.4% | -28.6% | -20.6% |
| 3M | -27.2% | +41.3% | -68.5% | -37.9% |
| 6M | -10.1% | +62.6% | -72.7% | -27.5% |
| YTD | -34.5% | +14.8% | -49.3% | -42.7% |
| 1Y | +6.0% | -5.1% | +11.1% | +7.9% |
| All | +6.0% | -6.1% | +12.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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