+208.5%
RTX vs QBTS
-4.0%
+212.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.6% | +6.2% | -1.4% |
| 7D | +3.4% | +8.7% | -5.4% | +3.2% |
| 30D | +8.4% | -26.5% | +34.8% | +8.7% |
| 3M | -10.7% | -52.6% | +41.9% | -9.9% |
| 6M | +11.7% | -56.0% | +67.7% | +12.5% |
| YTD | +9.3% | -62.4% | +71.7% | +10.1% |
| 1Y | +13.3% | -62.7% | +76.0% | +13.9% |
| 3Y | +156.1% | +1,266.7% | -1,110.5% | +144.4% |
| 5Y | +148.5% | +0.2% | +148.3% | +135.3% |
| All | +208.5% | -4.0% | +212.5% | +208.4% |
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