-2.9%
QBTS vs RJF
+81.1%
-84.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.4% |
| 7D | -10.5% | +3.6% | -14.1% | -12.5% |
| 30D | -20.5% | +7.2% | -27.8% | -24.4% |
| 3M | -54.3% | -6.5% | -47.8% | -52.3% |
| 6M | -55.4% | +10.3% | -65.7% | -58.9% |
| YTD | -63.4% | +6.5% | -69.9% | -65.1% |
| 1Y | -59.1% | +6.1% | -65.2% | -60.6% |
| 3Y | +1,216.8% | +74.9% | +1,141.9% | +877.2% |
| All | -2.9% | +81.1% | -84.1% | -27.4% |
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