+20.9%
DHR vs QBTS
-6.7%
+27.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.4% |
| 7D | +1.2% | -10.5% | +11.7% | +1.5% |
| 30D | +3.7% | -20.5% | +24.2% | +4.2% |
| 3M | +14.5% | -54.3% | +68.7% | +16.5% |
| 6M | +40.9% | -55.4% | +96.3% | +42.8% |
| YTD | +2.4% | -63.4% | +65.8% | +3.9% |
| 1Y | +6.1% | -59.1% | +65.2% | +7.1% |
| 3Y | +21.0% | +1,216.8% | -1,195.8% | +7.9% |
| 5Y | -11.4% | -2.6% | -8.8% | -23.3% |
| All | +20.9% | -6.7% | +27.6% | +7.3% |
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