+13.0%
QBTS vs OVV
+359.6%
-346.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +13.7% | -10.7% | +24.4% | +15.9% |
| 30D | -21.3% | -5.3% | -16.0% | -20.7% |
| 3M | -44.7% | +2.4% | -47.1% | -45.3% |
| 6M | -49.2% | +5.7% | -54.8% | -50.3% |
| YTD | -56.1% | +56.8% | -112.9% | -60.9% |
| 1Y | -61.1% | +59.3% | -120.4% | -65.5% |
| 3Y | +1,511.0% | +49.0% | +1,462.0% | +1,323.1% |
| 5Y | +16.6% | +88.1% | -71.6% | +2.4% |
| All | +13.0% | +359.6% | -346.6% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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