+68.2%
QBTS vs OSCR
-11.8%
+80.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -2.7% |
| 7D | +3.8% | +4.7% | -0.9% | +3.3% |
| 30D | -15.2% | +14.8% | -30.0% | -16.6% |
| 3M | -27.2% | +16.7% | -43.9% | -28.6% |
| 6M | -10.1% | +127.5% | -137.6% | -18.9% |
| YTD | -34.5% | +121.0% | -155.5% | -40.9% |
| 1Y | +6.0% | +58.4% | -52.4% | -1.5% |
| 3Y | +1,779.3% | +392.4% | +1,386.9% | +1,341.6% |
| 5Y | +75.4% | +80.5% | -5.0% | +31.7% |
| All | +68.2% | -11.8% | +80.0% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling