-3.1%
QBTS vs ROK
+81.4%
-84.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.4% |
| 7D | +8.7% | +6.1% | +2.7% | +5.4% |
| 30D | -26.5% | -6.5% | -20.0% | -23.7% |
| 3M | -52.6% | -10.2% | -42.4% | -49.8% |
| 6M | -56.0% | -10.6% | -45.3% | -53.3% |
| YTD | -62.4% | +4.9% | -67.3% | -62.7% |
| 1Y | -62.7% | +3.8% | -66.5% | -62.7% |
| 3Y | +1,266.7% | +63.5% | +1,203.2% | +1,069.8% |
| 5Y | +0.2% | +30.9% | -30.7% | -9.0% |
| All | -3.1% | +81.4% | -84.4% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling