-2.9%
QBTS vs SHEL
+164.9%
-167.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.1% |
| 7D | -10.5% | +0.8% | -11.3% | -10.6% |
| 30D | -20.5% | -3.6% | -17.0% | -20.0% |
| 3M | -54.3% | +12.0% | -66.3% | -55.5% |
| 6M | -55.4% | +19.7% | -75.1% | -57.6% |
| YTD | -63.4% | +39.6% | -103.1% | -67.0% |
| 1Y | -59.1% | +36.4% | -95.6% | -62.9% |
| 3Y | +1,216.8% | +70.2% | +1,146.6% | +1,032.5% |
| All | -2.9% | +164.9% | -167.9% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling