+63.3%
QBTS vs FROG
+28.6%
+34.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.3% |
| 7D | -2.4% | -11.3% | +8.9% | +1.5% |
| 30D | -22.5% | +3.6% | -26.1% | -23.7% |
| 3M | -40.0% | +1.7% | -41.7% | -40.3% |
| 6M | -12.3% | +123.5% | -135.8% | -34.2% |
| YTD | -36.6% | +40.2% | -76.8% | -45.5% |
| 1Y | +8.4% | +81.0% | -72.6% | -14.9% |
| 3Y | +1,380.4% | +194.8% | +1,185.6% | +858.1% |
| 5Y | +69.7% | +131.8% | -62.1% | +7.2% |
| All | +63.3% | +28.6% | +34.8% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling