+63.3%
QBTS vs RIG
+124.1%
-60.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.0% |
| 7D | -2.4% | +0.9% | -3.3% | -2.6% |
| 30D | -22.5% | +13.8% | -36.3% | -24.0% |
| 3M | -40.0% | -6.4% | -33.6% | -39.5% |
| 6M | -12.3% | -8.2% | -4.2% | -12.4% |
| YTD | -36.6% | +41.6% | -78.2% | -40.9% |
| 1Y | +8.4% | +88.7% | -80.3% | -2.7% |
| 3Y | +1,380.4% | -30.9% | +1,411.2% | +1,287.3% |
| 5Y | +69.7% | +57.7% | +12.0% | +62.5% |
| All | +63.3% | +124.1% | -60.8% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling