-3.1%
QBTS vs RKT
-21.4%
+18.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.1% | -2.6% | -6.8% |
| 7D | +8.7% | -7.5% | +16.2% | +10.3% |
| 30D | -26.5% | +26.6% | -53.1% | -29.4% |
| 3M | -52.6% | -2.4% | -50.1% | -52.5% |
| 6M | -56.0% | -7.4% | -48.6% | -55.6% |
| YTD | -62.4% | -29.2% | -33.2% | -60.8% |
| 1Y | -62.7% | -23.5% | -39.2% | -61.5% |
| 3Y | +1,266.7% | +73.9% | +1,192.7% | +1,166.2% |
| 5Y | +0.2% | -6.6% | +6.8% | -7.1% |
| All | -3.1% | -21.4% | +18.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling