+78.8%
TSLA vs QBTS
+62.5%
+16.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.9% |
| 7D | -3.4% | -1.0% | -2.5% | -3.3% |
| 30D | +9.2% | -17.6% | +26.9% | +11.1% |
| 3M | -4.7% | -28.3% | +23.6% | -2.4% |
| 6M | -8.9% | -11.2% | +2.3% | -9.3% |
| YTD | -19.2% | -36.3% | +17.1% | -17.8% |
| 1Y | +4.5% | +3.9% | +0.7% | +0.8% |
| 3Y | +46.3% | +1,728.8% | -1,682.5% | +3.9% |
| 5Y | +48.1% | +70.9% | -22.7% | -0.6% |
| All | +78.8% | +62.5% | +16.3% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling