+75.4%
QBTS vs SHEL
+192.5%
-117.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +3.8% | +3.0% | +0.8% | +3.2% |
| 30D | -15.2% | +7.2% | -22.4% | -16.5% |
| 3M | -27.2% | +12.9% | -40.1% | -29.5% |
| 6M | -10.1% | +13.7% | -23.8% | -13.5% |
| YTD | -34.5% | +33.7% | -68.2% | -39.9% |
| 1Y | +6.0% | +37.9% | -31.9% | -3.3% |
| 3Y | +1,779.3% | +70.2% | +1,709.0% | +1,545.4% |
| 5Y | +75.4% | +192.3% | -116.9% | +54.8% |
| All | +75.4% | +192.5% | -117.1% | +54.8% |
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