-10.8%
QBTS vs EXPD
+124.2%
-135.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.5% | -8.4% | -12.0% |
| 7D | -21.7% | -4.8% | -16.9% | -20.9% |
| 30D | -42.7% | -1.5% | -41.2% | -42.4% |
| 3M | -57.7% | +4.1% | -61.8% | -58.0% |
| 6M | -58.0% | +24.0% | -82.0% | -59.8% |
| YTD | -65.4% | +27.4% | -92.8% | -67.2% |
| 1Y | -70.8% | +38.4% | -109.2% | -72.8% |
| 3Y | +930.8% | +73.2% | +857.6% | +793.9% |
| 5Y | -7.8% | +59.9% | -67.7% | -18.7% |
| All | -10.8% | +124.2% | -135.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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