-35.5%
RBLX vs QBTS
+74.3%
-109.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.1% | +3.1% |
| 7D | +10.2% | +6.8% | +3.4% | +9.8% |
| 30D | +18.6% | -14.9% | +33.5% | +19.6% |
| 3M | +6.0% | -31.6% | +37.5% | +7.8% |
| 6M | -29.5% | -4.9% | -24.5% | -30.1% |
| YTD | -44.7% | -32.4% | -12.3% | -44.3% |
| 1Y | -65.1% | +14.6% | -79.7% | -66.1% |
| 3Y | +54.5% | +1,839.6% | -1,785.1% | +21.8% |
| 5Y | -46.3% | +81.2% | -127.6% | -57.6% |
| All | -35.5% | +74.3% | -109.8% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling