-5.8%
QBTS vs RMBS
+372.3%
-378.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.4% |
| 7D | -10.5% | +10.3% | -20.8% | -14.3% |
| 30D | -20.5% | -10.7% | -9.8% | -16.5% |
| 3M | -54.3% | -17.2% | -37.0% | -50.5% |
| 6M | -55.4% | -39.0% | -16.4% | -45.4% |
| YTD | -63.4% | -10.5% | -52.9% | -63.1% |
| 1Y | -59.1% | -11.0% | -48.2% | -58.6% |
| 3Y | +1,216.8% | +31.3% | +1,185.5% | +997.6% |
| 5Y | -2.6% | +242.8% | -245.4% | -17.8% |
| All | -5.8% | +372.3% | -378.1% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling