+68.7%
QBTS vs ROP
-2.0%
+70.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -3.0% |
| 7D | +3.8% | -6.1% | +9.9% | +4.3% |
| 30D | -15.2% | -3.4% | -11.9% | -15.0% |
| 3M | -27.2% | +16.7% | -43.9% | -29.2% |
| 6M | -10.1% | +8.1% | -18.1% | -11.4% |
| YTD | -34.5% | -11.7% | -22.8% | -33.7% |
| 1Y | +6.0% | -24.2% | +30.2% | +10.3% |
| 3Y | +1,779.3% | -19.0% | +1,798.2% | +1,870.6% |
| 5Y | +75.4% | -15.9% | +91.3% | +90.2% |
| All | +68.7% | -2.0% | +70.7% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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