+63.3%
QBTS vs ROP
+2.2%
+61.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | -1.1% |
| 7D | -2.4% | -4.4% | +2.0% | -2.0% |
| 30D | -22.5% | +3.2% | -25.7% | -22.7% |
| 3M | -40.0% | +23.1% | -63.1% | -41.9% |
| 6M | -12.3% | +13.3% | -25.6% | -13.9% |
| YTD | -36.6% | -7.9% | -28.7% | -36.0% |
| 1Y | +8.4% | -22.1% | +30.5% | +12.8% |
| 3Y | +1,380.4% | -16.8% | +1,397.2% | +1,445.9% |
| 5Y | +69.7% | -13.5% | +83.2% | +83.4% |
| All | +63.3% | +2.2% | +61.1% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling