+1,264.0%
QBTS vs STRL
+233.5%
+1,030.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +3.5% | +14.5% | +16.5% |
| 7D | +0.3% | -26.9% | +27.2% | +12.9% |
| 30D | -29.8% | -52.7% | +22.8% | -5.0% |
| 3M | -45.0% | -52.8% | +7.9% | -26.0% |
| 6M | -55.2% | -71.5% | +16.3% | -27.4% |
| YTD | -59.2% | -17.4% | -41.7% | -62.7% |
| 1Y | -62.4% | -35.0% | -27.4% | -61.1% |
| 3Y | +1,264.0% | +239.2% | +1,024.8% | +610.9% |
| All | +1,264.0% | +233.5% | +1,030.4% | +610.9% |
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