+65.0%
QBTS vs OSCR
-9.0%
+74.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +1.3% | +1.6% | -0.3% | +1.1% |
| 30D | -19.0% | +10.7% | -29.7% | -20.0% |
| 3M | -29.5% | +13.4% | -42.8% | -30.6% |
| 6M | -11.2% | +144.6% | -155.7% | -20.6% |
| YTD | -35.8% | +128.0% | -163.8% | -42.2% |
| 1Y | +1.7% | +68.7% | -67.0% | -6.1% |
| 3Y | +1,470.1% | +398.8% | +1,071.3% | +1,101.8% |
| 5Y | +72.3% | +87.3% | -14.9% | +28.9% |
| All | +65.0% | -9.0% | +74.0% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling