+63.3%
QBTS vs RJF
+217.1%
-153.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.5% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | -22.5% | -1.3% | -21.2% | -22.1% |
| 3M | -40.0% | +18.9% | -58.9% | -46.4% |
| 6M | -12.3% | +15.0% | -27.4% | -19.9% |
| YTD | -36.6% | +12.2% | -48.8% | -40.8% |
| 1Y | +8.4% | +5.6% | +2.8% | +5.1% |
| 3Y | +1,380.4% | +74.9% | +1,305.5% | +1,038.6% |
| 5Y | +69.7% | +106.6% | -36.9% | +28.3% |
| All | +63.3% | +217.1% | -153.8% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling