+4.9%
QBTS vs JBHT
+76.2%
-71.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +2.6% | +0.5% | +2.1% | +2.6% |
| 30D | -22.5% | -0.1% | -22.4% | -22.4% |
| 3M | -47.4% | -14.0% | -33.3% | -45.5% |
| 6M | -55.7% | -5.1% | -50.6% | -55.5% |
| YTD | -59.3% | +18.0% | -77.3% | -61.3% |
| 1Y | -63.3% | +36.5% | -99.8% | -66.1% |
| 3Y | +1,379.2% | +34.8% | +1,344.4% | +1,237.5% |
| 5Y | +8.3% | +21.4% | -13.1% | 0.0% |
| All | +4.9% | +76.2% | -71.3% | -4.0% |
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