+65.3%
QBTS vs PL
+84.9%
-19.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.9% |
| 7D | -2.4% | -9.3% | +6.9% | +1.1% |
| 30D | -22.5% | -18.9% | -3.6% | -15.8% |
| 3M | -40.0% | -58.4% | +18.4% | -16.3% |
| 6M | -12.3% | -30.3% | +18.0% | -2.7% |
| YTD | -36.6% | -8.1% | -28.5% | -36.6% |
| 1Y | +8.4% | +180.5% | -172.1% | -29.6% |
| 3Y | +1,380.4% | +444.1% | +936.2% | +570.7% |
| 5Y | +69.7% | +83.0% | -13.3% | -18.1% |
| All | +65.3% | +84.9% | -19.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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