+211.5%
RTX vs QBTS
+2.2%
+209.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.6% | +10.6% | +2.1% |
| 7D | -1.7% | +1.1% | -2.8% | -1.8% |
| 30D | +7.7% | -28.1% | +35.8% | +8.1% |
| 3M | -10.3% | -48.1% | +37.7% | -9.7% |
| 6M | +14.6% | -53.6% | +68.2% | +15.3% |
| YTD | +10.4% | -59.9% | +70.3% | +11.0% |
| 1Y | +13.5% | -64.3% | +77.8% | +14.2% |
| 3Y | +158.6% | +1,355.6% | -1,197.0% | +146.6% |
| 5Y | +147.3% | +6.6% | +140.6% | +134.0% |
| All | +211.5% | +2.2% | +209.3% | +211.1% |
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