+8.5%
QBTS vs ROL
+13.1%
-4.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.1% | +20.1% | +18.0% |
| 7D | +0.3% | +9.5% | -9.2% | +0.1% |
| 30D | -29.8% | +22.9% | -52.8% | -30.2% |
| 3M | -45.0% | +3.5% | -48.5% | -44.9% |
| 6M | -55.2% | -29.4% | -25.8% | -54.2% |
| YTD | -59.2% | -36.1% | -23.1% | -57.9% |
| 1Y | -62.4% | -34.4% | -28.0% | -61.4% |
| 3Y | +1,264.0% | +4.0% | +1,260.0% | +1,273.0% |
| All | +8.5% | +13.1% | -4.6% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling