-59.1%
QBTS vs FOXA
+4.1%
-63.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -7.0% | -3.0% |
| 7D | -10.5% | +2.7% | -13.2% | -10.5% |
| 30D | -20.5% | +10.0% | -30.5% | -20.5% |
| 3M | -54.3% | +5.0% | -59.3% | -54.2% |
| 6M | -55.4% | +3.4% | -58.8% | -55.4% |
| YTD | -63.4% | -5.5% | -58.0% | -59.4% |
| 1Y | -59.1% | +5.5% | -64.7% | -49.7% |
| All | -59.1% | +4.1% | -63.2% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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