+59.7%
XOM vs QBTS
+1,701.1%
-1,641.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.6% |
| 7D | +1.9% | -1.0% | +2.8% | +1.9% |
| 30D | +4.1% | -17.6% | +21.7% | +4.1% |
| 3M | +10.4% | -28.3% | +38.8% | +10.4% |
| 6M | +13.0% | -11.2% | +24.2% | +12.9% |
| YTD | +40.1% | -36.3% | +76.3% | +40.1% |
| 1Y | +51.1% | +3.9% | +47.3% | +50.5% |
| All | +59.7% | +1,701.1% | -1,641.4% | +51.5% |
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