+4.9%
QBTS vs RVTY
+10.1%
-5.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | +2.6% | -0.7% | +3.3% | +3.2% |
| 30D | -22.5% | +1.7% | -24.2% | -22.5% |
| 3M | -47.4% | +36.8% | -84.2% | -52.5% |
| 6M | -55.7% | +60.1% | -115.8% | -62.3% |
| YTD | -59.3% | +64.0% | -123.2% | -65.6% |
| 1Y | -63.3% | +68.2% | -131.5% | -69.2% |
| 3Y | +1,379.2% | +88.8% | +1,290.4% | +1,106.4% |
| 5Y | +8.3% | -10.5% | +18.9% | -7.2% |
| All | +4.9% | +10.1% | -5.1% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling