+63.3%
QBTS vs REPL
-64.8%
+128.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -2.4% | -3.0% | +0.6% | -2.2% |
| 30D | -22.5% | +27.1% | -49.6% | -24.0% |
| 3M | -40.0% | +52.4% | -92.4% | -43.6% |
| 6M | -12.3% | +107.4% | -119.8% | -26.2% |
| YTD | -36.6% | +54.7% | -91.3% | -45.3% |
| 1Y | +8.4% | +158.9% | -150.4% | -15.2% |
| 3Y | +1,380.4% | -23.7% | +1,404.1% | +986.0% |
| 5Y | +69.7% | -54.3% | +124.0% | +27.9% |
| All | +63.3% | -64.8% | +128.1% | +25.8% |
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