-65.1%
QBTS vs SHEL
+43.6%
-108.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | -0.2% |
| 7D | -11.8% | -3.2% | -8.6% | -12.1% |
| 30D | -33.6% | +5.5% | -39.2% | -33.3% |
| 3M | -52.5% | +14.4% | -66.8% | -51.9% |
| 6M | -50.4% | +16.2% | -66.5% | -49.0% |
| YTD | -60.3% | +42.4% | -102.7% | -67.0% |
| 1Y | -65.1% | +43.3% | -108.4% | -71.3% |
| All | -65.1% | +43.6% | -108.7% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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