+65.5%
QBTS vs RSG
+157.5%
-92.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +1.1% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -19.0% | +4.0% | -23.0% | -17.8% |
| 3M | -29.5% | +7.4% | -36.8% | -27.3% |
| 6M | -11.2% | +0.1% | -11.3% | -8.5% |
| YTD | -35.8% | +6.0% | -41.8% | -33.4% |
| 1Y | +1.7% | -3.0% | +4.7% | +4.7% |
| 3Y | +1,470.1% | +56.5% | +1,413.6% | +1,660.9% |
| 5Y | +72.3% | +90.9% | -18.6% | +97.1% |
| All | +65.5% | +157.5% | -92.0% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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