+63.3%
QBTS vs ROK
+94.7%
-31.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.8% |
| 30D | -22.5% | -3.3% | -19.2% | -21.0% |
| 3M | -40.0% | -5.9% | -34.2% | -38.3% |
| 6M | -12.3% | +13.9% | -26.2% | -17.1% |
| YTD | -36.6% | +12.6% | -49.2% | -39.4% |
| 1Y | +8.4% | +28.6% | -20.2% | -1.0% |
| 3Y | +1,380.4% | +45.1% | +1,335.3% | +1,156.9% |
| 5Y | +69.7% | +45.6% | +24.1% | +48.3% |
| All | +63.3% | +94.7% | -31.3% | +41.6% |
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