+1,366.9%
QBTS vs RIG
-19.5%
+1,386.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.8% |
| 7D | +2.6% | -2.6% | +5.2% | +3.7% |
| 30D | -22.5% | -5.2% | -17.3% | -21.6% |
| 3M | -47.4% | -8.6% | -38.7% | -46.5% |
| 6M | -55.7% | -18.9% | -36.7% | -53.9% |
| YTD | -59.3% | +28.6% | -87.8% | -65.9% |
| 1Y | -63.3% | +25.5% | -88.8% | -68.8% |
| All | +1,366.9% | -19.5% | +1,386.5% | +1,253.1% |
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