+2.3%
QBTS vs JBHT
+75.4%
-73.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -11.8% | +1.7% | -13.5% | -12.2% |
| 30D | -33.6% | -1.2% | -32.5% | -33.4% |
| 3M | -52.5% | -17.1% | -35.3% | -50.4% |
| 6M | -50.4% | -4.4% | -46.0% | -50.3% |
| YTD | -60.3% | +17.5% | -77.8% | -62.2% |
| 1Y | -65.1% | +32.6% | -97.7% | -67.6% |
| 3Y | +1,082.2% | +33.0% | +1,049.2% | +971.1% |
| 5Y | +5.6% | +20.3% | -14.7% | -2.5% |
| All | +2.3% | +75.4% | -73.1% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling