-7.0%
DASH vs QBTS
+9.0%
-16.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.0% | -18.2% | -1.0% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -6.0% | -29.8% | +23.8% | -4.6% |
| 3M | -15.8% | -45.0% | +29.2% | -13.6% |
| 6M | +7.0% | -55.2% | +62.1% | +9.9% |
| YTD | -20.7% | -59.2% | +38.5% | -18.7% |
| 1Y | -8.5% | -62.4% | +53.8% | -6.3% |
| 3Y | +101.8% | +1,264.0% | -1,162.2% | +74.5% |
| All | -7.0% | +9.0% | -16.0% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling