-65.1%
QBTS vs SHAK
-21.2%
-43.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.7% |
| 7D | -11.8% | +8.3% | -20.1% | -13.5% |
| 30D | -33.6% | +16.7% | -50.3% | -36.1% |
| 3M | -52.5% | +10.0% | -62.4% | -53.5% |
| 6M | -50.4% | -23.8% | -26.6% | -46.6% |
| YTD | -60.3% | -10.3% | -50.0% | -56.4% |
| 1Y | -65.1% | -22.9% | -42.2% | -61.4% |
| All | -65.1% | -21.2% | -43.9% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling