+64.1%
QBTS vs ROST
+114.0%
-49.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -1.0% | -2.5% | +1.5% | -0.4% |
| 30D | -17.6% | -10.3% | -7.4% | -15.6% |
| 3M | -28.3% | -2.6% | -25.8% | -28.1% |
| 6M | -11.2% | +6.5% | -17.7% | -12.6% |
| YTD | -36.3% | +25.9% | -62.2% | -39.4% |
| 1Y | +3.9% | +52.3% | -48.5% | -5.1% |
| 3Y | +1,728.8% | +94.6% | +1,634.2% | +1,531.7% |
| 5Y | +70.9% | +111.1% | -40.2% | +56.2% |
| All | +64.1% | +114.0% | -49.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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