+95.5%
TSLA vs QBTS
-4.0%
+99.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.6% | +9.3% | +2.4% |
| 7D | +15.6% | +8.7% | +6.9% | +14.6% |
| 30D | +5.9% | -26.5% | +32.4% | +8.7% |
| 3M | +21.4% | -52.6% | +73.9% | +29.3% |
| 6M | -8.3% | -56.0% | +47.7% | -2.7% |
| YTD | -11.6% | -62.4% | +50.7% | -6.0% |
| 1Y | -7.7% | -62.7% | +55.0% | -2.4% |
| 3Y | +85.2% | +1,266.7% | -1,181.5% | +36.3% |
| 5Y | +15.4% | +0.2% | +15.2% | -18.9% |
| All | +95.5% | -4.0% | +99.5% | +55.9% |
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