-59.1%
QBTS vs RMBS
-18.4%
-40.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.0% |
| 7D | -10.5% | +10.3% | -20.8% | -15.4% |
| 30D | -20.5% | -10.7% | -9.8% | -15.7% |
| 3M | -54.3% | -17.2% | -37.0% | -49.7% |
| 6M | -55.4% | -39.0% | -16.4% | -43.4% |
| YTD | -63.4% | -10.5% | -52.9% | -67.1% |
| 1Y | -59.1% | -11.0% | -48.2% | -63.3% |
| All | -59.1% | -18.4% | -40.7% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling