+3.3%
QBTS vs RL
+320.9%
-317.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.3% | -8.9% | -8.8% |
| 7D | +1.1% | +1.3% | -0.3% | +0.6% |
| 30D | -28.1% | +7.6% | -35.7% | -30.5% |
| 3M | -48.1% | -1.5% | -46.6% | -47.7% |
| 6M | -53.6% | +12.1% | -65.6% | -56.2% |
| YTD | -59.9% | +13.9% | -73.8% | -62.5% |
| 1Y | -64.3% | +20.7% | -85.0% | -67.6% |
| 3Y | +1,355.6% | +260.6% | +1,095.0% | +891.0% |
| 5Y | +6.6% | +248.9% | -242.2% | -26.6% |
| All | +3.3% | +320.9% | -317.6% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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