+1,730.1%
QBTS vs SARO
-22.5%
+1,752.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.5% |
| 7D | +1.3% | -3.1% | +4.4% | +3.8% |
| 30D | -19.0% | -12.2% | -6.8% | -10.2% |
| 3M | -29.5% | -7.4% | -22.1% | -24.9% |
| 6M | -11.2% | -15.3% | +4.1% | +0.3% |
| YTD | -35.8% | -16.2% | -19.6% | -26.5% |
| 1Y | +1.7% | -12.1% | +13.8% | +14.2% |
| All | +1,730.1% | -22.5% | +1,752.5% | +1,731.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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