-65.1%
QBTS vs OSCR
+104.5%
-169.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.6% | -8.5% | -2.5% |
| 7D | -11.8% | +15.5% | -27.3% | -15.7% |
| 30D | -33.6% | +8.5% | -42.2% | -35.5% |
| 3M | -52.5% | +15.8% | -68.3% | -55.1% |
| 6M | -50.4% | +89.5% | -139.9% | -62.4% |
| YTD | -60.3% | +144.9% | -205.2% | -74.1% |
| 1Y | -65.1% | +105.1% | -170.2% | -75.6% |
| All | -65.1% | +104.5% | -169.6% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling