+64.1%
QBTS vs RKT
-24.3%
+88.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.4% |
| 7D | -1.0% | -7.2% | +6.3% | +0.3% |
| 30D | -17.6% | -7.9% | -9.8% | -16.6% |
| 3M | -28.3% | +5.2% | -33.5% | -28.9% |
| 6M | -11.2% | -14.9% | +3.7% | -9.1% |
| YTD | -36.3% | -31.9% | -4.4% | -33.0% |
| 1Y | +3.9% | -36.9% | +40.8% | +9.8% |
| 3Y | +1,728.8% | +35.7% | +1,693.0% | +1,620.8% |
| 5Y | +70.9% | -9.7% | +80.5% | +59.7% |
| All | +64.1% | -24.3% | +88.5% | +52.8% |
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