+63.3%
QBTS vs JD
-60.8%
+124.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | -2.4% | -1.7% | -0.7% | -2.0% |
| 30D | -22.5% | -13.2% | -9.3% | -19.7% |
| 3M | -40.0% | -3.2% | -36.8% | -39.8% |
| 6M | -12.3% | +15.2% | -27.5% | -16.1% |
| YTD | -36.6% | +2.0% | -38.6% | -37.2% |
| 1Y | +8.4% | -5.4% | +13.8% | +9.7% |
| 3Y | +1,380.4% | -9.1% | +1,389.5% | +1,385.1% |
| 5Y | +69.7% | -59.6% | +129.3% | +72.4% |
| All | +63.3% | -60.8% | +124.2% | +68.7% |
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