+4.9%
QBTS vs RIG
+103.4%
-98.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.3% |
| 7D | +2.6% | -2.6% | +5.2% | +3.1% |
| 30D | -22.5% | -5.2% | -17.3% | -22.0% |
| 3M | -47.4% | -8.6% | -38.7% | -46.9% |
| 6M | -55.7% | -18.9% | -36.7% | -54.8% |
| YTD | -59.3% | +28.6% | -87.8% | -61.6% |
| 1Y | -63.3% | +25.5% | -88.8% | -65.2% |
| 3Y | +1,379.2% | -20.2% | +1,399.3% | +1,286.9% |
| 5Y | +8.3% | +53.9% | -45.6% | +4.8% |
| All | +4.9% | +103.4% | -98.5% | +3.5% |
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