+63.3%
QBTS vs OMC
+59.7%
+3.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.7% |
| 7D | -2.4% | -6.4% | +4.0% | -0.6% |
| 30D | -22.5% | +1.1% | -23.6% | -22.8% |
| 3M | -40.0% | +10.4% | -50.4% | -42.3% |
| 6M | -12.3% | -1.7% | -10.6% | -12.6% |
| YTD | -36.6% | +4.4% | -41.0% | -38.4% |
| 1Y | +8.4% | +8.4% | 0.0% | +3.3% |
| 3Y | +1,380.4% | +14.4% | +1,366.0% | +1,330.2% |
| 5Y | +69.7% | +33.9% | +35.8% | +68.2% |
| All | +63.3% | +59.7% | +3.6% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling