-5.8%
QBTS vs JD
-61.3%
+55.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.4% | -3.2% |
| 7D | -10.5% | -4.1% | -6.4% | -9.5% |
| 30D | -20.5% | +4.6% | -25.1% | -21.6% |
| 3M | -54.3% | -4.7% | -49.5% | -53.8% |
| 6M | -55.4% | -17.4% | -38.1% | -53.5% |
| YTD | -63.4% | +0.7% | -64.2% | -63.8% |
| 1Y | -59.1% | -5.9% | -53.3% | -58.8% |
| 3Y | +1,216.8% | +18.9% | +1,197.9% | +1,175.6% |
| 5Y | -2.6% | -62.9% | +60.3% | -0.8% |
| All | -5.8% | -61.3% | +55.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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