+6.0%
TSLA vs QBTS
+10.8%
-4.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.4% |
| 7D | +3.0% | +3.8% | -0.8% | +2.4% |
| 30D | +11.2% | -15.2% | +26.4% | +14.1% |
| 3M | -7.3% | -27.2% | +19.9% | -3.5% |
| 6M | -7.7% | -10.1% | +2.3% | -8.8% |
| YTD | -18.2% | -34.5% | +16.3% | -16.8% |
| 1Y | +6.0% | +6.0% | 0.0% | +9.2% |
| All | +6.0% | +10.8% | -4.8% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling