+63.3%
QBTS vs EXPE
+133.3%
-69.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -2.4% | -9.5% | +7.1% | -0.1% |
| 30D | -22.5% | -6.6% | -15.9% | -21.4% |
| 3M | -40.0% | +31.4% | -71.4% | -44.3% |
| 6M | -12.3% | +35.2% | -47.5% | -19.5% |
| YTD | -36.6% | +5.8% | -42.4% | -38.7% |
| 1Y | +8.4% | +38.7% | -30.2% | -2.3% |
| 3Y | +1,380.4% | +175.8% | +1,204.6% | +1,033.2% |
| 5Y | +69.7% | +111.8% | -42.1% | +28.8% |
| All | +63.3% | +133.3% | -69.9% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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