-17.2%
DASH vs QBTS
-66.5%
+49.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +17.2% | -11.8% | +29.0% | +19.0% |
| 30D | +3.6% | -33.6% | +37.2% | +9.0% |
| 3M | -1.9% | -52.5% | +50.6% | +7.4% |
| 6M | +15.1% | -50.4% | +65.5% | +21.0% |
| YTD | -12.3% | -60.3% | +48.0% | -7.1% |
| 1Y | -17.2% | -65.1% | +47.9% | -10.7% |
| All | -17.2% | -66.5% | +49.3% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling