-3.1%
QBTS vs RL
+311.6%
-314.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.8% | -7.2% |
| 7D | +8.7% | +2.4% | +6.4% | +7.4% |
| 30D | -26.5% | +4.6% | -31.0% | -27.9% |
| 3M | -52.6% | -1.1% | -51.4% | -52.3% |
| 6M | -56.0% | +16.5% | -72.5% | -59.1% |
| YTD | -62.4% | +11.4% | -73.8% | -64.4% |
| 1Y | -62.7% | +16.1% | -78.8% | -65.4% |
| 3Y | +1,266.7% | +252.6% | +1,014.1% | +841.2% |
| 5Y | +0.2% | +244.9% | -244.7% | -30.2% |
| All | -3.1% | +311.6% | -314.7% | -32.2% |
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