+75.4%
QBTS vs RJF
+106.2%
-30.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | +3.8% | -0.3% | +4.1% | +4.0% |
| 30D | -15.2% | -2.0% | -13.2% | -14.2% |
| 3M | -27.2% | +16.3% | -43.5% | -34.7% |
| 6M | -10.1% | +16.9% | -27.0% | -19.6% |
| YTD | -34.5% | +10.4% | -45.0% | -38.7% |
| 1Y | +6.0% | +7.4% | -1.4% | +1.4% |
| 3Y | +1,779.3% | +72.2% | +1,707.0% | +1,304.7% |
| 5Y | +75.4% | +105.1% | -29.7% | +29.8% |
| All | +75.4% | +106.2% | -30.8% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling