+65.5%
QBTS vs COO
-37.9%
+103.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.3% | -22.5% | +23.9% | +8.0% |
| 30D | -19.0% | -29.7% | +10.7% | -11.5% |
| 3M | -29.5% | -20.1% | -9.3% | -25.8% |
| 6M | -11.2% | -26.9% | +15.7% | -4.3% |
| YTD | -35.8% | -34.2% | -1.5% | -28.5% |
| 1Y | +1.7% | -21.3% | +22.9% | +6.8% |
| 3Y | +1,470.1% | -38.7% | +1,508.8% | +1,595.2% |
| 5Y | +72.3% | -52.2% | +124.5% | +91.7% |
| All | +65.5% | -37.9% | +103.4% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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