+1,500.0%
QBTS vs FOXA
+110.7%
+1,389.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.0% |
| 7D | +3.8% | -5.4% | +9.2% | +6.9% |
| 30D | -15.2% | +1.1% | -16.3% | -16.0% |
| 3M | -27.2% | -6.1% | -21.1% | -26.1% |
| 6M | -10.1% | +8.2% | -18.3% | -19.4% |
| YTD | -34.5% | -11.8% | -22.7% | -29.9% |
| 1Y | +6.0% | +9.9% | -3.9% | -8.0% |
| All | +1,500.0% | +110.7% | +1,389.3% | +512.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling