+1,255.4%
QBTS vs RMBS
+36.5%
+1,218.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.4% |
| 7D | +8.7% | +21.9% | -13.2% | -2.0% |
| 30D | -26.5% | -13.4% | -13.0% | -20.6% |
| 3M | -52.6% | -15.9% | -36.7% | -48.4% |
| 6M | -56.0% | -34.8% | -21.2% | -45.9% |
| YTD | -62.4% | -7.5% | -54.8% | -63.8% |
| 1Y | -62.7% | -16.9% | -45.9% | -62.0% |
| All | +1,255.4% | +36.5% | +1,218.9% | +852.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling