+65.5%
QBTS vs ROK
+92.2%
-26.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | 0.0% |
| 7D | +1.3% | -1.2% | +2.6% | +1.9% |
| 30D | -19.0% | -4.8% | -14.2% | -16.9% |
| 3M | -29.5% | -6.1% | -23.4% | -27.5% |
| 6M | -11.2% | +15.5% | -26.6% | -16.5% |
| YTD | -35.8% | +11.2% | -46.9% | -38.2% |
| 1Y | +1.7% | +23.8% | -22.1% | -5.7% |
| 3Y | +1,470.1% | +53.1% | +1,417.0% | +1,227.7% |
| 5Y | +72.3% | +48.3% | +24.0% | +51.1% |
| All | +65.5% | +92.2% | -26.7% | +44.4% |
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