+63.3%
QBTS vs RL
+268.8%
-205.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -2.4% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | -22.5% | -7.8% | -14.7% | -19.7% |
| 3M | -40.0% | -4.0% | -36.0% | -39.3% |
| 6M | -12.3% | -1.9% | -10.4% | -11.8% |
| YTD | -36.6% | -0.2% | -36.4% | -36.8% |
| 1Y | +8.4% | +10.7% | -2.2% | +3.2% |
| 3Y | +1,380.4% | +210.8% | +1,169.6% | +976.8% |
| 5Y | +69.7% | +238.2% | -168.5% | +24.2% |
| All | +63.3% | +268.8% | -205.5% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling