-60.9%
QBTS vs STRL
-26.3%
-34.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +15.0% | -7.6% | +1.7% |
| 7D | +13.7% | -13.3% | +27.0% | +18.0% |
| 30D | -21.3% | -43.3% | +22.1% | -4.1% |
| 3M | -44.7% | -46.9% | +2.1% | -31.5% |
| 6M | -49.2% | -65.6% | +16.4% | -27.6% |
| YTD | -56.1% | -5.1% | -51.1% | -67.8% |
| All | -60.9% | -26.3% | -34.7% | -63.4% |
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