+72.1%
QBTS vs ONON
-22.6%
+94.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.2% |
| 7D | +1.3% | -2.1% | +3.4% | +1.9% |
| 30D | -19.0% | -11.6% | -7.4% | -16.0% |
| 3M | -29.5% | -30.1% | +0.6% | -22.7% |
| 6M | -11.2% | -30.5% | +19.3% | -2.6% |
| YTD | -35.8% | -41.0% | +5.3% | -26.4% |
| 1Y | +1.7% | -36.7% | +38.4% | +13.2% |
| 3Y | +1,470.1% | -8.6% | +1,478.7% | +1,517.4% |
| All | +72.1% | -22.6% | +94.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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