-10.8%
QBTS vs JBHT
+69.1%
-80.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -3.6% | -9.3% | -12.0% |
| 7D | -21.7% | -1.4% | -20.3% | -21.4% |
| 30D | -42.7% | -3.1% | -39.6% | -42.2% |
| 3M | -57.7% | -19.5% | -38.1% | -55.5% |
| 6M | -58.0% | -9.6% | -48.4% | -57.3% |
| YTD | -65.4% | +13.3% | -78.7% | -66.8% |
| 1Y | -70.8% | +29.7% | -100.5% | -72.8% |
| 3Y | +930.8% | +28.3% | +902.4% | +842.9% |
| 5Y | -7.8% | +18.5% | -26.3% | -14.2% |
| All | -10.8% | +69.1% | -80.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling