+1,511.0%
QBTS vs FROG
+307.0%
+1,204.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.1% | +0.3% | +4.2% |
| 7D | +13.7% | +27.1% | -13.4% | +1.5% |
| 30D | -21.3% | +5.8% | -27.1% | -23.9% |
| 3M | -44.7% | +20.8% | -65.6% | -50.1% |
| 6M | -49.2% | +53.3% | -102.5% | -58.4% |
| YTD | -56.1% | +73.2% | -129.3% | -67.3% |
| 1Y | -61.1% | +80.3% | -141.4% | -71.4% |
| 3Y | +1,511.0% | +318.3% | +1,192.6% | +400.9% |
| All | +1,511.0% | +307.0% | +1,204.0% | +400.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling