+3.7%
DHR vs QBTS
+63.9%
-60.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -3.6% | +1.3% | -4.9% | -3.7% |
| 30D | -2.7% | -19.0% | +16.3% | -2.3% |
| 3M | +10.9% | -29.5% | +40.4% | +11.6% |
| 6M | +3.0% | -11.2% | +14.2% | +2.5% |
| YTD | -12.2% | -35.8% | +23.6% | -12.1% |
| 1Y | +3.3% | +1.7% | +1.6% | +1.6% |
| 3Y | -8.2% | +1,470.1% | -1,478.3% | -18.9% |
| 5Y | -29.9% | +72.3% | -102.2% | -40.1% |
| All | +3.7% | +63.9% | -60.2% | -9.2% |
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