+65.5%
QBTS vs OTIS
+19.6%
+45.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.4% |
| 7D | +1.3% | -3.0% | +4.3% | +2.0% |
| 30D | -19.0% | -6.0% | -13.0% | -17.9% |
| 3M | -29.5% | -0.9% | -28.6% | -29.7% |
| 6M | -11.2% | -17.3% | +6.2% | -7.3% |
| YTD | -35.8% | -19.6% | -16.2% | -32.8% |
| 1Y | +1.7% | -21.0% | +22.7% | +6.9% |
| 3Y | +1,470.1% | -12.1% | +1,482.2% | +1,486.8% |
| 5Y | +72.3% | -17.1% | +89.4% | +79.3% |
| All | +65.5% | +19.6% | +45.9% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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