+65.5%
QBTS vs OMC
+52.7%
+12.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +1.3% | -4.4% | +5.7% | +2.6% |
| 30D | -19.0% | -7.6% | -11.4% | -17.3% |
| 3M | -29.5% | +4.5% | -34.0% | -31.1% |
| 6M | -11.2% | -0.3% | -10.9% | -11.9% |
| YTD | -35.8% | -0.1% | -35.6% | -36.8% |
| 1Y | +1.7% | +4.6% | -2.9% | -2.3% |
| 3Y | +1,470.1% | +10.5% | +1,459.6% | +1,434.2% |
| 5Y | +72.3% | +31.7% | +40.6% | +72.9% |
| All | +65.5% | +52.7% | +12.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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