+102.1%
DASH vs QBTS
+901.1%
-799.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -12.8% | +3.4% | -8.6% |
| 7D | +0.5% | -21.7% | +22.2% | +2.1% |
| 30D | -7.1% | -42.7% | +35.6% | -3.8% |
| 3M | -13.2% | -57.7% | +44.5% | -8.6% |
| 6M | +8.3% | -58.0% | +66.3% | +12.8% |
| YTD | -20.6% | -65.4% | +44.8% | -17.0% |
| 1Y | -24.4% | -70.8% | +46.4% | -20.7% |
| All | +102.1% | +901.1% | -799.0% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling