+1,216.8%
QBTS vs STRL
+341.0%
+875.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -1.5% |
| 7D | -10.5% | +15.7% | -26.1% | -16.0% |
| 30D | -20.5% | -35.5% | +14.9% | -5.9% |
| 3M | -54.3% | -47.1% | -7.1% | -41.4% |
| 6M | -55.4% | -65.8% | +10.4% | -33.1% |
| YTD | -63.4% | -4.5% | -58.9% | -68.9% |
| 1Y | -59.1% | -10.5% | -48.7% | -63.8% |
| 3Y | +1,216.8% | +340.6% | +876.2% | +516.8% |
| All | +1,216.8% | +341.0% | +875.8% | +516.8% |
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