-2.0%
DASH vs QBTS
-6.7%
+4.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | -4.5% | -10.5% | +5.9% | -4.0% |
| 30D | -6.8% | -20.5% | +13.7% | -5.9% |
| 3M | -20.7% | -54.3% | +33.6% | -17.9% |
| 6M | +15.1% | -55.4% | +70.5% | +18.3% |
| YTD | -24.3% | -63.4% | +39.2% | -22.0% |
| 1Y | -12.1% | -59.1% | +47.0% | -10.1% |
| 3Y | +91.1% | +1,216.8% | -1,125.7% | +65.3% |
| 5Y | -30.3% | -2.6% | -27.6% | -34.6% |
| All | -2.0% | -6.7% | +4.7% | -12.0% |
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