+3.3%
QBTS vs RVTY
+10.6%
-7.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.6% | -8.3% |
| 7D | +1.1% | -2.7% | +3.7% | +2.3% |
| 30D | -28.1% | +3.2% | -31.3% | -28.5% |
| 3M | -48.1% | +37.2% | -85.3% | -53.2% |
| 6M | -53.6% | +57.7% | -111.3% | -60.4% |
| YTD | -59.9% | +64.8% | -124.8% | -66.2% |
| 1Y | -64.3% | +72.8% | -137.2% | -70.4% |
| 3Y | +1,355.6% | +89.8% | +1,265.8% | +1,085.0% |
| 5Y | +6.6% | -8.4% | +15.1% | -8.9% |
| All | +3.3% | +10.6% | -7.4% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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