+1,500.0%
QBTS vs ZTS
-59.0%
+1,559.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +3.8% | -3.8% | +7.6% | +5.3% |
| 30D | -15.2% | -2.0% | -13.2% | -14.8% |
| 3M | -27.2% | -10.2% | -17.0% | -24.6% |
| 6M | -10.1% | -39.4% | +29.3% | +14.3% |
| YTD | -34.5% | -40.8% | +6.3% | -15.8% |
| 1Y | +6.0% | -50.1% | +56.1% | +51.1% |
| All | +1,500.0% | -59.0% | +1,559.0% | +1,884.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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