-5.8%
QBTS vs ROP
+20.8%
-26.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -2.9% |
| 7D | -10.5% | +0.7% | -11.2% | -10.5% |
| 30D | -20.5% | +28.8% | -49.3% | -21.9% |
| 3M | -54.3% | +21.1% | -75.3% | -54.8% |
| 6M | -55.4% | +52.5% | -107.9% | -57.7% |
| YTD | -63.4% | +8.9% | -72.3% | -63.5% |
| 1Y | -59.1% | +8.2% | -67.4% | -59.1% |
| 3Y | +1,216.8% | -5.2% | +1,222.0% | +1,265.0% |
| 5Y | -2.6% | +1.7% | -4.4% | +4.1% |
| All | -5.8% | +20.8% | -26.6% | -0.8% |
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