+75.4%
QBTS vs OMC
+29.1%
+46.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.0% |
| 7D | +3.8% | -4.2% | +8.1% | +5.2% |
| 30D | -15.2% | -7.5% | -7.7% | -13.3% |
| 3M | -27.2% | +4.6% | -31.8% | -29.1% |
| 6M | -10.1% | -4.8% | -5.2% | -9.5% |
| YTD | -34.5% | -1.0% | -33.5% | -35.5% |
| 1Y | +6.0% | +3.8% | +2.2% | +1.5% |
| 3Y | +1,779.3% | +10.2% | +1,769.0% | +1,730.3% |
| 5Y | +75.4% | +29.7% | +45.7% | +76.7% |
| All | +75.4% | +29.1% | +46.4% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling