+70.9%
QBTS vs ROKU
-54.7%
+125.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | -1.0% | -2.6% | +1.7% | 0.0% |
| 30D | -17.6% | +2.1% | -19.8% | -18.2% |
| 3M | -28.3% | +31.8% | -60.1% | -35.6% |
| 6M | -11.2% | +53.3% | -64.5% | -23.3% |
| YTD | -36.3% | +42.1% | -78.3% | -43.6% |
| 1Y | +3.9% | +62.3% | -58.5% | -11.8% |
| 3Y | +1,728.8% | +84.6% | +1,644.1% | +1,293.3% |
| 5Y | +70.9% | -53.1% | +123.9% | +21.9% |
| All | +70.9% | -54.7% | +125.6% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 5y: compounded portfolio wealth divided by compounded ROKU 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…
5y analysis · Full analysis span regression · 6 months rolling