+65.5%
QBTS vs JOBY
-43.5%
+109.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.2% |
| 7D | +1.3% | -5.2% | +6.5% | +3.9% |
| 30D | -19.0% | -19.7% | +0.7% | -10.1% |
| 3M | -29.5% | -31.7% | +2.3% | -15.2% |
| 6M | -11.2% | -37.5% | +26.4% | +12.5% |
| YTD | -35.8% | -51.6% | +15.8% | -8.5% |
| 1Y | +1.7% | -53.3% | +55.0% | +51.4% |
| 3Y | +1,470.1% | -12.2% | +1,482.3% | +1,724.4% |
| 5Y | +72.3% | -31.3% | +103.6% | +90.8% |
| All | +65.5% | -43.5% | +109.0% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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