+68.7%
QBTS vs ROL
+2.6%
+66.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.1% |
| 7D | +3.8% | -3.3% | +7.1% | +4.0% |
| 30D | -15.2% | -7.2% | -8.0% | -14.9% |
| 3M | -27.2% | -27.0% | -0.2% | -26.2% |
| 6M | -10.1% | -39.5% | +29.4% | -7.6% |
| YTD | -34.5% | -41.8% | +7.3% | -32.6% |
| 1Y | +6.0% | -38.9% | +44.9% | +8.4% |
| 3Y | +1,779.3% | -0.4% | +1,779.6% | +1,792.4% |
| 5Y | +75.4% | -4.2% | +79.6% | +80.5% |
| All | +68.7% | +2.6% | +66.1% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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