+1,216.8%
QBTS vs RCL
+255.6%
+961.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -10.5% | -1.2% | -9.3% | -9.9% |
| 30D | -20.5% | +17.8% | -38.4% | -25.9% |
| 3M | -54.3% | +4.9% | -59.2% | -55.3% |
| 6M | -55.4% | +23.7% | -79.1% | -59.3% |
| YTD | -63.4% | +17.8% | -81.3% | -66.6% |
| 1Y | -59.1% | +28.9% | -88.1% | -64.2% |
| 3Y | +1,216.8% | +241.9% | +974.9% | +496.6% |
| All | +1,216.8% | +255.6% | +961.2% | +496.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling