+74.1%
QBTS vs RL
+264.7%
-190.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +7.1% |
| 7D | +6.8% | +1.9% | +5.0% | +5.8% |
| 30D | -14.9% | -12.2% | -2.7% | -9.4% |
| 3M | -31.6% | -6.6% | -24.9% | -29.9% |
| 6M | -4.9% | +3.2% | -8.1% | -6.5% |
| YTD | -32.4% | -1.3% | -31.1% | -32.3% |
| 1Y | +14.6% | +13.6% | +1.0% | +8.0% |
| 3Y | +1,839.6% | +210.9% | +1,628.8% | +1,316.7% |
| 5Y | +81.2% | +246.9% | -165.6% | +33.2% |
| All | +74.1% | +264.7% | -190.6% | +29.0% |
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