+64.1%
QBTS vs RCL
+228.9%
-164.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -1.0% | -2.5% | +1.5% | -0.4% |
| 30D | -17.6% | -15.7% | -2.0% | -14.7% |
| 3M | -28.3% | -3.6% | -24.7% | -27.7% |
| 6M | -11.2% | -8.7% | -2.5% | -9.5% |
| YTD | -36.3% | -6.2% | -30.1% | -35.7% |
| 1Y | +3.9% | -22.9% | +26.7% | +8.2% |
| 3Y | +1,728.8% | +173.6% | +1,555.2% | +1,574.1% |
| 5Y | +70.9% | +226.6% | -155.7% | +62.2% |
| All | +64.1% | +228.9% | -164.7% | +56.1% |
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