+207.3%
RTX vs QBTS
+67.0%
+140.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.6% |
| 7D | -1.6% | +3.8% | -5.4% | -1.7% |
| 30D | -11.6% | -15.2% | +3.6% | -11.4% |
| 3M | +9.2% | -27.2% | +36.4% | +9.5% |
| 6M | -4.4% | -10.1% | +5.7% | -4.7% |
| YTD | +8.9% | -34.5% | +43.4% | +8.9% |
| 1Y | +32.1% | +6.0% | +26.1% | +31.0% |
| 3Y | +151.2% | +1,779.3% | -1,628.0% | +138.5% |
| 5Y | +162.9% | +75.4% | +87.5% | +147.1% |
| All | +207.3% | +67.0% | +140.2% | +205.2% |
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