+63.3%
QBTS vs RIO
+122.5%
-59.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -22.5% | +4.0% | -26.5% | -23.6% |
| 3M | -40.0% | +0.1% | -40.1% | -39.9% |
| 6M | -12.3% | +12.7% | -25.0% | -15.4% |
| YTD | -36.6% | +35.6% | -72.2% | -41.9% |
| 1Y | +8.4% | +73.7% | -65.3% | -7.4% |
| 3Y | +1,380.4% | +93.3% | +1,287.1% | +1,122.2% |
| 5Y | +69.7% | +92.4% | -22.7% | +40.4% |
| All | +63.3% | +122.5% | -59.1% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling