+13.0%
QBTS vs ADP
+99.9%
-86.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.5% |
| 7D | +13.7% | +1.1% | +12.6% | +13.4% |
| 30D | -21.3% | +11.5% | -32.8% | -22.8% |
| 3M | -44.7% | +12.0% | -56.8% | -46.0% |
| 6M | -49.2% | +43.8% | -93.0% | -53.7% |
| YTD | -56.1% | +20.1% | -76.2% | -58.0% |
| 1Y | -61.1% | +22.3% | -83.4% | -63.0% |
| 3Y | +1,511.0% | +43.3% | +1,467.7% | +1,375.6% |
| 5Y | +16.6% | +47.3% | -30.8% | +7.8% |
| All | +13.0% | +99.9% | -86.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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