+68.7%
QBTS vs JOBY
-43.2%
+111.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.1% | +3.0% | -0.2% |
| 7D | +3.8% | -5.9% | +9.7% | +6.8% |
| 30D | -15.2% | -27.1% | +11.9% | -1.8% |
| 3M | -27.2% | -30.7% | +3.5% | -13.1% |
| 6M | -10.1% | -36.1% | +26.0% | +12.6% |
| YTD | -34.5% | -51.4% | +16.8% | -7.0% |
| 1Y | +6.0% | -52.2% | +58.2% | +56.3% |
| 3Y | +1,779.3% | -12.1% | +1,791.3% | +2,079.6% |
| 5Y | +75.4% | -31.1% | +106.5% | +93.8% |
| All | +68.7% | -43.2% | +111.9% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling