+21.0%
DASH vs QBTS
+61.8%
-40.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.6% |
| 7D | -10.6% | -2.4% | -8.2% | -10.5% |
| 30D | +2.2% | -22.5% | +24.6% | +3.3% |
| 3M | +32.3% | -40.0% | +72.3% | +34.8% |
| 6M | +19.1% | -12.3% | +31.4% | +18.5% |
| YTD | -6.5% | -36.6% | +30.1% | -6.0% |
| 1Y | -14.9% | +8.4% | -23.3% | -16.5% |
| 3Y | +151.9% | +1,380.4% | -1,228.4% | +114.0% |
| 5Y | +9.4% | +69.7% | -60.3% | +0.1% |
| All | +21.0% | +61.8% | -40.8% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling