+70.2%
QBTS vs FROG
+129.7%
-59.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.2% |
| 7D | -2.4% | -11.3% | +8.9% | +2.0% |
| 30D | -22.5% | +3.6% | -26.1% | -23.9% |
| 3M | -40.0% | +1.7% | -41.7% | -40.4% |
| 6M | -12.3% | +123.5% | -135.8% | -36.8% |
| YTD | -36.6% | +40.2% | -76.8% | -46.6% |
| 1Y | +8.4% | +81.0% | -72.6% | -17.9% |
| 3Y | +1,380.4% | +194.8% | +1,185.6% | +780.2% |
| All | +70.2% | +129.7% | -59.5% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling