+0.2%
QBTS vs RMBS
+249.7%
-249.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.4% |
| 7D | +8.7% | +21.9% | -13.2% | -0.4% |
| 30D | -26.5% | -13.4% | -13.0% | -21.4% |
| 3M | -52.6% | -15.9% | -36.7% | -48.9% |
| 6M | -56.0% | -34.8% | -21.2% | -47.3% |
| YTD | -62.4% | -7.5% | -54.8% | -62.8% |
| 1Y | -62.7% | -16.9% | -45.9% | -61.4% |
| 3Y | +1,266.7% | +35.5% | +1,231.1% | +1,001.9% |
| 5Y | +0.2% | +254.2% | -254.0% | -13.9% |
| All | +0.2% | +249.7% | -249.5% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling