+68.7%
QBTS vs SHAK
-27.2%
+95.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -1.8% |
| 7D | +3.8% | -7.2% | +11.0% | +5.4% |
| 30D | -15.2% | -11.8% | -3.4% | -12.9% |
| 3M | -27.2% | +17.2% | -44.4% | -29.7% |
| 6M | -10.1% | -34.1% | +24.1% | -3.4% |
| YTD | -34.5% | -22.4% | -12.2% | -31.8% |
| 1Y | +6.0% | -35.9% | +41.9% | +14.3% |
| 3Y | +1,779.3% | -3.4% | +1,782.6% | +1,889.8% |
| 5Y | +75.4% | -25.4% | +100.8% | +90.2% |
| All | +68.7% | -27.2% | +95.9% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling