-5.8%
QBTS vs ZS
+6.0%
-11.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -10.5% | -2.6% | -7.9% | -9.7% |
| 30D | -20.5% | -12.8% | -7.7% | -17.0% |
| 3M | -54.3% | +2.3% | -56.5% | -54.9% |
| 6M | -55.4% | +26.3% | -81.7% | -60.4% |
| YTD | -63.4% | -14.4% | -49.0% | -63.6% |
| 1Y | -59.1% | -37.6% | -21.5% | -55.0% |
| 3Y | +1,216.8% | +8.0% | +1,208.8% | +1,149.7% |
| 5Y | -2.6% | -44.9% | +42.2% | -9.0% |
| All | -5.8% | +6.0% | -11.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 all: compounded portfolio wealth divided by compounded ZS 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…
all analysis · Full analysis span regression · 6 months rolling