+48.2%
TSLA vs QBTS
+1,677.7%
-1,629.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.6% | -2.6% | +3.2% |
| 7D | +3.4% | +6.8% | -3.4% | +2.6% |
| 30D | +12.0% | -14.9% | +26.9% | +14.2% |
| 3M | -10.0% | -31.6% | +21.6% | -6.6% |
| 6M | -7.2% | -4.9% | -2.3% | -8.6% |
| YTD | -18.1% | -32.4% | +14.3% | -16.9% |
| 1Y | +6.3% | +14.6% | -8.3% | -0.6% |
| 3Y | +48.2% | +1,839.6% | -1,791.5% | -22.0% |
| All | +48.2% | +1,677.7% | -1,629.5% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling