-5.8%
QBTS vs OMC
+71.8%
-77.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.2% |
| 7D | -10.5% | +1.9% | -12.4% | -10.9% |
| 30D | -20.5% | +12.2% | -32.7% | -23.1% |
| 3M | -54.3% | +0.6% | -54.9% | -54.5% |
| 6M | -55.4% | +21.0% | -76.4% | -58.3% |
| YTD | -63.4% | +12.4% | -75.8% | -65.2% |
| 1Y | -59.1% | +25.4% | -84.5% | -62.7% |
| 3Y | +1,216.8% | +29.2% | +1,187.6% | +1,140.1% |
| 5Y | -2.6% | +52.6% | -55.2% | -5.6% |
| All | -5.8% | +71.8% | -77.6% | -6.1% |
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