-65.1%
QBTS vs STRL
-30.1%
-35.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -21.5% | +21.6% | +7.9% |
| 7D | -11.8% | -27.1% | +15.2% | -2.2% |
| 30D | -33.6% | -45.8% | +12.2% | -17.8% |
| 3M | -52.5% | -47.6% | -4.8% | -40.6% |
| 6M | -50.4% | -46.4% | -4.0% | -41.4% |
| YTD | -60.3% | -7.4% | -52.9% | -70.5% |
| 1Y | -65.1% | -25.9% | -39.2% | -68.1% |
| All | -65.1% | -30.1% | -35.0% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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