+13.0%
QBTS vs RRC
+550.9%
-537.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.4% |
| 7D | +13.7% | -10.3% | +24.0% | +15.1% |
| 30D | -21.3% | +19.5% | -40.7% | -23.1% |
| 3M | -44.7% | +27.9% | -72.7% | -46.6% |
| 6M | -49.2% | +21.2% | -70.3% | -50.7% |
| YTD | -56.1% | +39.6% | -95.7% | -58.6% |
| 1Y | -61.1% | +31.3% | -92.4% | -62.9% |
| 3Y | +1,511.0% | +51.9% | +1,459.0% | +1,408.7% |
| 5Y | +16.6% | +110.2% | -93.6% | +9.5% |
| All | +13.0% | +550.9% | -537.9% | +8.9% |
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