+54.6%
QBTS vs RDW
-0.7%
+55.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.7% |
| 7D | +1.3% | +0.9% | +0.5% | +1.0% |
| 30D | -19.0% | -21.3% | +2.3% | -11.1% |
| 3M | -29.5% | -37.9% | +8.4% | -16.7% |
| 6M | -11.2% | +12.3% | -23.4% | -20.6% |
| YTD | -35.8% | +39.7% | -75.5% | -48.6% |
| 1Y | +1.7% | +25.7% | -24.0% | -15.7% |
| 3Y | +1,470.1% | +230.8% | +1,239.3% | +970.6% |
| 5Y | +72.3% | -8.8% | +81.1% | +17.8% |
| All | +54.6% | -0.7% | +55.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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