+1,216.8%
QBTS vs RJF
+76.6%
+1,140.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.6% |
| 7D | -10.5% | +3.6% | -14.1% | -13.3% |
| 30D | -20.5% | +7.2% | -27.8% | -25.8% |
| 3M | -54.3% | -6.5% | -47.8% | -51.6% |
| 6M | -55.4% | +10.3% | -65.7% | -60.5% |
| YTD | -63.4% | +6.5% | -69.9% | -66.0% |
| 1Y | -59.1% | +6.1% | -65.2% | -61.5% |
| 3Y | +1,216.8% | +74.9% | +1,141.9% | +529.2% |
| All | +1,216.8% | +76.6% | +1,140.2% | +529.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling