+74.1%
QBTS vs ODFL
+94.5%
-20.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.4% |
| 7D | +6.8% | +0.2% | +6.7% | +6.8% |
| 30D | -14.9% | -13.4% | -1.5% | -12.0% |
| 3M | -31.6% | -24.2% | -7.4% | -27.4% |
| 6M | -4.9% | -3.3% | -1.6% | -5.2% |
| YTD | -32.4% | +19.8% | -52.2% | -36.4% |
| 1Y | +14.6% | +24.5% | -9.9% | +6.5% |
| 3Y | +1,839.6% | -9.6% | +1,849.3% | +1,779.6% |
| 5Y | +81.2% | +28.0% | +53.2% | +73.9% |
| All | +74.1% | +94.5% | -20.4% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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