+360.9%
SOXL vs QBTS
+67.0%
+293.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.7% |
| 7D | +18.4% | +3.8% | +14.5% | +17.4% |
| 30D | -3.2% | -15.2% | +12.0% | +0.1% |
| 3M | -37.6% | -27.2% | -10.4% | -32.8% |
| 6M | +136.1% | -10.1% | +146.1% | +145.4% |
| YTD | +199.5% | -34.5% | +234.0% | +227.1% |
| 1Y | +363.2% | +6.0% | +357.2% | +365.8% |
| 3Y | +496.5% | +1,779.3% | -1,282.8% | +255.8% |
| 5Y | +184.8% | +75.4% | +109.4% | +62.0% |
| All | +360.9% | +67.0% | +293.9% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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