-65.1%
QBTS vs RIG
+43.0%
-108.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.6% | +7.7% | +0.9% |
| 7D | -11.8% | -18.8% | +7.0% | -9.8% |
| 30D | -33.6% | -1.1% | -32.5% | -33.8% |
| 3M | -52.5% | +4.4% | -56.9% | -53.1% |
| 6M | -50.4% | -20.8% | -29.6% | -50.0% |
| YTD | -60.3% | +32.0% | -92.3% | -72.6% |
| 1Y | -65.1% | +39.7% | -104.8% | -77.9% |
| All | -65.1% | +43.0% | -108.1% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling