+3.3%
QBTS vs JD
-60.7%
+64.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.4% | -8.6% |
| 7D | +1.1% | +5.2% | -4.1% | -0.4% |
| 30D | -28.1% | +4.5% | -32.6% | -29.0% |
| 3M | -48.1% | -15.4% | -32.7% | -46.0% |
| 6M | -53.6% | -6.0% | -47.5% | -53.4% |
| YTD | -59.9% | +2.2% | -62.1% | -60.4% |
| 1Y | -64.3% | -6.7% | -57.7% | -63.9% |
| 3Y | +1,355.6% | +20.5% | +1,335.0% | +1,304.9% |
| 5Y | +6.6% | -58.4% | +65.0% | +8.0% |
| All | +3.3% | -60.7% | +64.0% | +6.4% |
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