+13.0%
QBTS vs RCL
+330.4%
-317.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.4% | +6.8% |
| 7D | +13.7% | +5.0% | +8.7% | +12.7% |
| 30D | -21.3% | +19.4% | -40.7% | -24.0% |
| 3M | -44.7% | +5.9% | -50.7% | -45.5% |
| 6M | -49.2% | +23.8% | -73.0% | -51.4% |
| YTD | -56.1% | +22.8% | -79.0% | -58.1% |
| 1Y | -61.1% | +34.3% | -95.4% | -63.5% |
| 3Y | +1,511.0% | +276.4% | +1,234.5% | +1,293.2% |
| 5Y | +16.6% | +281.6% | -265.0% | +4.8% |
| All | +13.0% | +330.4% | -317.4% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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