-5.8%
QBTS vs ROK
+80.6%
-86.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -10.5% | +7.1% | -17.6% | -13.5% |
| 30D | -20.5% | -5.0% | -15.6% | -18.3% |
| 3M | -54.3% | -9.4% | -44.9% | -51.8% |
| 6M | -55.4% | -11.0% | -44.4% | -52.6% |
| YTD | -63.4% | +4.4% | -67.9% | -63.7% |
| 1Y | -59.1% | +7.4% | -66.5% | -59.7% |
| 3Y | +1,216.8% | +61.0% | +1,155.8% | +1,031.6% |
| 5Y | -2.6% | +30.4% | -33.0% | -11.4% |
| All | -5.8% | +80.6% | -86.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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