-7.2%
QBTS vs RMBS
+1.4%
-8.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +5.6% |
| 7D | +6.8% | +3.0% | +3.9% | +5.1% |
| 30D | -14.9% | -14.4% | -0.5% | -7.2% |
| 3M | -31.6% | -42.8% | +11.3% | -10.9% |
| All | -7.2% | +1.4% | -8.6% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling