+5.2%
QBTS vs ROL
+12.7%
-7.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.1% | +20.1% | +18.0% |
| 7D | +0.3% | +9.5% | -9.2% | 0.0% |
| 30D | -29.8% | +22.9% | -52.8% | -30.3% |
| 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% | -58.0% |
| 1Y | -62.4% | -34.4% | -28.0% | -61.4% |
| 3Y | +1,264.0% | +4.0% | +1,260.0% | +1,267.3% |
| 5Y | +8.8% | +13.2% | -4.5% | +11.3% |
| All | +5.2% | +12.7% | -7.5% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling