+63.3%
QBTS vs SHEL
+203.3%
-139.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -2.4% | +2.2% | -4.7% | -2.8% |
| 30D | -22.5% | +6.8% | -29.3% | -23.4% |
| 3M | -40.0% | +8.1% | -48.1% | -41.0% |
| 6M | -12.3% | +14.4% | -26.7% | -15.3% |
| YTD | -36.6% | +30.0% | -66.6% | -40.4% |
| 1Y | +8.4% | +33.3% | -24.9% | +1.4% |
| 3Y | +1,380.4% | +66.4% | +1,313.9% | +1,241.7% |
| 5Y | +69.7% | +178.6% | -108.9% | +55.3% |
| All | +63.3% | +203.3% | -139.9% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling