+4.9%
QBTS vs REPL
-49.0%
+53.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.1% | +2.1% |
| 7D | +2.6% | +5.3% | -2.7% | +2.3% |
| 30D | -22.5% | +66.6% | -89.1% | -25.4% |
| 3M | -47.4% | +59.6% | -106.9% | -49.3% |
| 6M | -55.7% | +482.4% | -538.0% | -63.7% |
| YTD | -59.3% | +124.1% | -183.3% | -65.9% |
| 1Y | -63.3% | +138.6% | -201.8% | -69.4% |
| 3Y | +1,379.2% | +96.0% | +1,283.1% | +896.3% |
| 5Y | +8.3% | -35.4% | +43.7% | -20.6% |
| All | +4.9% | -49.0% | +53.9% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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