-59.1%
QBTS vs ROL
-31.8%
-27.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -2.0% |
| 7D | -10.5% | +3.0% | -13.5% | -9.6% |
| 30D | -20.5% | +19.8% | -40.3% | -15.7% |
| 3M | -54.3% | +7.9% | -62.2% | -52.7% |
| 6M | -55.4% | -25.6% | -29.8% | -58.7% |
| YTD | -63.4% | -34.1% | -29.3% | -64.8% |
| 1Y | -59.1% | -31.4% | -27.7% | -57.8% |
| All | -59.1% | -31.8% | -27.3% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling