+68.7%
QBTS vs RRC
+454.8%
-386.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.1% |
| 7D | +3.8% | -1.7% | +5.6% | +4.0% |
| 30D | -15.2% | +3.6% | -18.8% | -15.6% |
| 3M | -27.2% | +8.8% | -36.1% | -28.3% |
| 6M | -10.1% | +0.8% | -10.9% | -10.8% |
| YTD | -34.5% | +19.0% | -53.5% | -36.8% |
| 1Y | +6.0% | +22.9% | -16.9% | +1.6% |
| 3Y | +1,779.3% | +32.3% | +1,746.9% | +1,699.1% |
| 5Y | +75.4% | +151.6% | -76.2% | +68.9% |
| All | +68.7% | +454.8% | -386.1% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling