+5.2%
QBTS vs JD
-59.6%
+64.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.6% | +16.4% | +17.6% |
| 7D | +0.3% | +13.4% | -13.1% | -3.1% |
| 30D | -29.8% | +7.7% | -37.5% | -31.2% |
| 3M | -45.0% | -11.3% | -33.7% | -43.4% |
| 6M | -55.2% | -5.1% | -50.0% | -55.1% |
| YTD | -59.2% | +5.0% | -64.2% | -59.9% |
| 1Y | -62.4% | -5.6% | -56.7% | -62.0% |
| 3Y | +1,264.0% | +17.8% | +1,246.2% | +1,217.3% |
| 5Y | +8.8% | -57.2% | +65.9% | +9.5% |
| All | +5.2% | -59.6% | +64.9% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling