+4.9%
QBTS vs RGEN
-4.2%
+9.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +2.6% | -3.1% | +5.7% | +4.3% |
| 30D | -22.5% | +0.1% | -22.6% | -22.1% |
| 3M | -47.4% | +4.8% | -52.1% | -48.3% |
| 6M | -55.7% | +48.9% | -104.6% | -62.4% |
| YTD | -59.3% | +5.3% | -64.6% | -60.7% |
| 1Y | -63.3% | +12.5% | -75.8% | -65.3% |
| 3Y | +1,379.2% | +17.0% | +1,362.2% | +1,258.1% |
| 5Y | +8.3% | -35.4% | +43.7% | +4.3% |
| All | +4.9% | -4.2% | +9.2% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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