+1,216.8%
QBTS vs ESTC
+14.8%
+1,202.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | -10.5% | +2.4% | -12.9% | -11.5% |
| 30D | -20.5% | -4.2% | -16.3% | -18.2% |
| 3M | -54.3% | +2.5% | -56.7% | -55.5% |
| 6M | -55.4% | +81.5% | -136.9% | -68.2% |
| YTD | -63.4% | +16.8% | -80.3% | -67.7% |
| 1Y | -59.1% | -3.5% | -55.7% | -60.1% |
| 3Y | +1,216.8% | +17.7% | +1,199.1% | +1,035.5% |
| All | +1,216.8% | +14.8% | +1,202.0% | +1,035.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling