-2.9%
QBTS vs JBHT
+22.5%
-25.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.1% | -3.4% |
| 7D | -10.5% | +7.0% | -17.5% | -12.1% |
| 30D | -20.5% | +0.5% | -21.0% | -20.5% |
| 3M | -54.3% | -17.4% | -36.9% | -52.1% |
| 6M | -55.4% | -1.7% | -53.7% | -55.7% |
| YTD | -63.4% | +20.7% | -84.2% | -65.7% |
| 1Y | -59.1% | +41.1% | -100.2% | -63.1% |
| 3Y | +1,216.8% | +38.0% | +1,178.8% | +1,067.2% |
| All | -2.9% | +22.5% | -25.5% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling