+1,216.8%
QBTS vs RL
+250.5%
+966.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -1.8% |
| 7D | -10.5% | +2.6% | -13.1% | -12.4% |
| 30D | -20.5% | +2.9% | -23.5% | -22.3% |
| 3M | -54.3% | 0.0% | -54.3% | -54.4% |
| 6M | -55.4% | +17.1% | -72.5% | -61.6% |
| YTD | -63.4% | +10.1% | -73.6% | -67.4% |
| 1Y | -59.1% | +17.3% | -76.4% | -65.8% |
| 3Y | +1,216.8% | +249.3% | +967.5% | +312.0% |
| All | +1,216.8% | +250.5% | +966.3% | +312.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling