-34.5%
RBLX vs QBTS
+65.7%
-100.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.3% |
| 7D | +5.1% | +1.3% | +3.7% | +5.0% |
| 30D | +28.0% | -19.0% | +47.0% | +29.5% |
| 3M | +4.6% | -29.5% | +34.1% | +6.3% |
| 6M | -24.7% | -11.2% | -13.5% | -25.1% |
| YTD | -43.8% | -35.8% | -8.1% | -43.3% |
| 1Y | -65.8% | +1.7% | -67.5% | -66.5% |
| 3Y | +59.4% | +1,470.1% | -1,410.7% | +26.8% |
| 5Y | -48.2% | +72.3% | -120.5% | -59.0% |
| All | -34.5% | +65.7% | -100.2% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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