+1,839.6%
QBTS vs RIG
-28.9%
+1,868.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.1% | +7.1% |
| 7D | +6.8% | -2.7% | +9.5% | +7.7% |
| 30D | -14.9% | +9.5% | -24.4% | -18.0% |
| 3M | -31.6% | -6.6% | -24.9% | -30.5% |
| 6M | -4.9% | -2.9% | -2.1% | -8.1% |
| YTD | -32.4% | +39.5% | -71.9% | -44.7% |
| 1Y | +14.6% | +82.3% | -67.7% | -16.1% |
| 3Y | +1,839.6% | -29.6% | +1,869.2% | +1,722.3% |
| All | +1,839.6% | -28.9% | +1,868.5% | +1,722.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling