+1,839.6%
QBTS vs ROST
+97.9%
+1,741.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +6.8% |
| 7D | +6.8% | +0.2% | +6.6% | +6.7% |
| 30D | -14.9% | -10.0% | -4.9% | -9.7% |
| 3M | -31.6% | +1.2% | -32.8% | -32.8% |
| 6M | -4.9% | +8.9% | -13.9% | -10.8% |
| YTD | -32.4% | +28.1% | -60.5% | -42.6% |
| 1Y | +14.6% | +53.0% | -38.4% | -14.4% |
| 3Y | +1,839.6% | +97.9% | +1,741.8% | +1,084.1% |
| All | +1,839.6% | +97.9% | +1,741.8% | +1,084.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling