-65.1%
QBTS vs FROG
+83.7%
-148.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.0% |
| 7D | -11.8% | -14.1% | +2.3% | -6.9% |
| 30D | -33.6% | -11.8% | -21.9% | -30.5% |
| 3M | -52.5% | +0.1% | -52.6% | -52.6% |
| 6M | -50.4% | +64.2% | -114.6% | -57.0% |
| YTD | -60.3% | +38.2% | -98.5% | -64.7% |
| 1Y | -65.1% | +85.4% | -150.5% | -72.3% |
| All | -65.1% | +83.7% | -148.8% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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