+1,264.0%
QBTS vs JD
+16.8%
+1,247.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.6% | +16.4% | +17.2% |
| 7D | +0.3% | +13.4% | -13.1% | -5.9% |
| 30D | -29.8% | +7.7% | -37.5% | -32.4% |
| 3M | -45.0% | -11.3% | -33.7% | -42.0% |
| 6M | -55.2% | -5.1% | -50.0% | -55.1% |
| YTD | -59.2% | +5.0% | -64.2% | -60.9% |
| 1Y | -62.4% | -5.6% | -56.7% | -61.9% |
| 3Y | +1,264.0% | +17.8% | +1,246.2% | +1,135.9% |
| All | +1,264.0% | +16.8% | +1,247.2% | +1,135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling