+63.3%
QBTS vs ZS
-6.5%
+69.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | 0.0% |
| 7D | -2.4% | -7.8% | +5.4% | +0.1% |
| 30D | -22.5% | +5.0% | -27.5% | -23.9% |
| 3M | -40.0% | +25.5% | -65.6% | -44.2% |
| 6M | -12.3% | +8.7% | -21.0% | -18.7% |
| YTD | -36.6% | -24.5% | -12.1% | -33.9% |
| 1Y | +8.4% | -36.7% | +45.1% | +19.7% |
| 3Y | +1,380.4% | +7.2% | +1,373.1% | +1,344.3% |
| 5Y | +69.7% | -40.9% | +110.6% | +64.1% |
| All | +63.3% | -6.5% | +69.8% | +54.6% |
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