-65.1%
QBTS vs RIO
+29.3%
-94.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -3.9% |
| 7D | -11.8% | -1.6% | -10.2% | -10.3% |
| 30D | -33.6% | -11.6% | -22.0% | -23.6% |
| 3M | -52.5% | -12.7% | -39.7% | -44.3% |
| 6M | -50.4% | -12.4% | -38.0% | -42.0% |
| YTD | -60.3% | +11.0% | -71.3% | -63.8% |
| 1Y | -65.1% | +30.8% | -95.9% | -77.4% |
| All | -65.1% | +29.3% | -94.4% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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