+65.5%
QBTS vs SHEL
+215.7%
-150.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +1.3% | +4.1% | -2.8% | +0.6% |
| 30D | -19.0% | +8.4% | -27.4% | -20.1% |
| 3M | -29.5% | +13.7% | -43.2% | -31.3% |
| 6M | -11.2% | +12.7% | -23.9% | -13.6% |
| YTD | -35.8% | +35.3% | -71.1% | -40.1% |
| 1Y | +1.7% | +39.4% | -37.7% | -5.6% |
| 3Y | +1,470.1% | +71.5% | +1,398.6% | +1,314.4% |
| 5Y | +72.3% | +195.0% | -122.7% | +56.7% |
| All | +65.5% | +215.7% | -150.2% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling