+1,366.9%
QBTS vs ZTS
-48.8%
+1,415.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +2.6% | -7.4% | +10.0% | +5.2% |
| 30D | -22.5% | +9.9% | -32.4% | -24.9% |
| 3M | -47.4% | +10.3% | -57.7% | -49.2% |
| 6M | -55.7% | +9.2% | -64.9% | -57.6% |
| YTD | -59.3% | -32.9% | -26.4% | -50.8% |
| 1Y | -63.3% | -29.7% | -33.6% | -57.0% |
| All | +1,366.9% | -48.8% | +1,415.7% | +1,510.1% |
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