+89.4%
RSP vs QBTS
+72.4%
+17.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.6% | -7.6% | -1.2% |
| 7D | -0.4% | +6.8% | -7.2% | -0.5% |
| 30D | -1.5% | -14.9% | +13.4% | -1.2% |
| 3M | +4.8% | -31.6% | +36.4% | +5.4% |
| 6M | +10.3% | -4.9% | +15.2% | +9.8% |
| YTD | +14.1% | -32.4% | +46.5% | +14.1% |
| 1Y | +17.0% | +14.6% | +2.4% | +15.5% |
| 3Y | +54.2% | +1,839.6% | -1,785.4% | +41.4% |
| 5Y | +51.5% | +81.2% | -29.7% | +33.2% |
| All | +89.4% | +72.4% | +17.0% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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