+5.2%
QBTS vs REPL
-49.4%
+54.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +8.0% | +10.0% | +17.4% |
| 7D | +0.3% | +22.8% | -22.5% | -1.1% |
| 30D | -29.8% | +63.8% | -93.6% | -32.4% |
| 3M | -45.0% | +68.1% | -113.1% | -47.2% |
| 6M | -55.2% | +528.5% | -583.7% | -63.7% |
| YTD | -59.2% | +122.4% | -181.6% | -65.8% |
| 1Y | -62.4% | +154.4% | -216.7% | -68.8% |
| 3Y | +1,264.0% | +68.0% | +1,196.0% | +832.1% |
| 5Y | +8.8% | -35.4% | +44.1% | -20.3% |
| All | +5.2% | -49.4% | +54.6% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling