+1,216.8%
QBTS vs ROST
+94.3%
+1,122.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.5% |
| 7D | -10.5% | +0.3% | -10.7% | -10.5% |
| 30D | -20.5% | +0.5% | -21.0% | -20.7% |
| 3M | -54.3% | -5.2% | -49.0% | -52.9% |
| 6M | -55.4% | +9.8% | -65.2% | -58.4% |
| YTD | -63.4% | +29.4% | -92.8% | -69.0% |
| 1Y | -59.1% | +44.4% | -103.5% | -68.0% |
| 3Y | +1,216.8% | +95.0% | +1,121.8% | +859.2% |
| All | +1,216.8% | +94.3% | +1,122.5% | +859.2% |
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