-2.9%
QBTS vs OTIS
-0.9%
-2.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.9% | -3.1% |
| 7D | -10.5% | -1.3% | -9.2% | -10.2% |
| 30D | -20.5% | +12.8% | -33.3% | -22.8% |
| 3M | -54.3% | +7.4% | -61.6% | -55.1% |
| 6M | -55.4% | +7.7% | -63.1% | -56.4% |
| YTD | -63.4% | -9.3% | -54.2% | -62.6% |
| 1Y | -59.1% | -12.1% | -47.0% | -57.9% |
| 3Y | +1,216.8% | +0.6% | +1,216.2% | +1,182.9% |
| All | -2.9% | -0.9% | -2.0% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling