-5.8%
QBTS vs RIO
+78.7%
-84.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -10.5% | -0.9% | -9.6% | -9.9% |
| 30D | -20.5% | -9.1% | -11.4% | -16.9% |
| 3M | -54.3% | -13.7% | -40.6% | -50.9% |
| 6M | -55.4% | -24.3% | -31.1% | -49.4% |
| YTD | -63.4% | +8.9% | -72.3% | -63.0% |
| 1Y | -59.1% | +22.7% | -81.8% | -60.0% |
| 3Y | +1,216.8% | +51.2% | +1,165.6% | +1,107.5% |
| 5Y | -2.6% | +88.1% | -90.8% | -11.2% |
| All | -5.8% | +78.7% | -84.5% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling