-3.1%
QBTS vs ROL
+13.2%
-16.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.5% | -6.1% | -7.6% |
| 7D | +8.7% | -1.7% | +10.4% | +8.8% |
| 30D | -26.5% | +18.5% | -45.0% | -26.8% |
| 3M | -52.6% | +4.3% | -56.9% | -52.5% |
| 6M | -56.0% | -27.7% | -28.3% | -55.1% |
| YTD | -62.4% | -35.8% | -26.6% | -61.3% |
| 1Y | -62.7% | -34.1% | -28.6% | -61.8% |
| 3Y | +1,266.7% | +2.9% | +1,263.7% | +1,269.5% |
| 5Y | +0.2% | +12.7% | -12.5% | +2.6% |
| All | -3.1% | +13.2% | -16.2% | -2.1% |
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