+1,329.3%
QBTS vs JBHT
+47.5%
+1,281.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.4% |
| 7D | -2.4% | +4.9% | -7.3% | -3.9% |
| 30D | -22.5% | +0.6% | -23.1% | -22.5% |
| 3M | -40.0% | -3.2% | -36.8% | -39.6% |
| 6M | -12.3% | +17.0% | -29.3% | -18.1% |
| YTD | -36.6% | +41.7% | -78.3% | -44.7% |
| 1Y | +8.4% | +90.0% | -81.5% | -15.8% |
| All | +1,329.3% | +47.5% | +1,281.8% | +991.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling