+46.2%
TSLA vs QBTS
+77.0%
-30.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.2% |
| 7D | +3.0% | +3.8% | -0.8% | +2.7% |
| 30D | +11.2% | -15.2% | +26.4% | +12.7% |
| 3M | -7.3% | -27.2% | +19.9% | -5.2% |
| 6M | -7.7% | -10.1% | +2.3% | -8.3% |
| YTD | -18.2% | -34.5% | +16.3% | -17.0% |
| 1Y | +6.0% | +6.0% | 0.0% | +2.0% |
| 3Y | +48.0% | +1,779.3% | -1,731.2% | +5.2% |
| 5Y | +46.2% | +75.4% | -29.2% | -10.0% |
| All | +46.2% | +77.0% | -30.9% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling