+86.3%
DDOG vs QBTS
+3.9%
+82.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +3.2% |
| 7D | -2.3% | +2.6% | -4.9% | -2.6% |
| 30D | -35.8% | -22.5% | -13.3% | -34.7% |
| 3M | -25.3% | -47.4% | +22.1% | -22.1% |
| 6M | -8.9% | -55.7% | +46.8% | -4.8% |
| YTD | +35.6% | -59.3% | +94.9% | +41.2% |
| 1Y | -6.8% | -63.3% | +56.5% | -2.8% |
| 3Y | +77.9% | +1,379.2% | -1,301.3% | +34.9% |
| 5Y | -3.1% | +8.3% | -11.5% | -20.1% |
| All | +86.3% | +3.9% | +82.4% | +63.9% |
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 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