+1,558.0%
QBTS vs STRL
+509.6%
+1,048.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -3.9% |
| 7D | -2.4% | +3.4% | -5.8% | -3.9% |
| 30D | -22.5% | -9.2% | -13.2% | -19.4% |
| 3M | -40.0% | -51.0% | +11.0% | -20.6% |
| 6M | -12.3% | +15.8% | -28.1% | -26.6% |
| YTD | -36.6% | +58.9% | -95.5% | -55.3% |
| 1Y | +8.4% | +68.5% | -60.1% | -24.1% |
| All | +1,558.0% | +509.6% | +1,048.4% | +509.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling