-30.0%
DIS vs QBTS
+2.2%
-32.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.6% | +8.7% | +0.3% |
| 7D | +4.4% | +1.1% | +3.3% | +4.3% |
| 30D | +10.3% | -28.1% | +38.4% | +11.1% |
| 3M | +15.5% | -48.1% | +63.6% | +17.1% |
| 6M | +11.2% | -53.6% | +64.8% | +12.5% |
| YTD | +5.6% | -59.9% | +65.5% | +6.8% |
| 1Y | +7.7% | -64.3% | +72.1% | +9.0% |
| 3Y | +39.3% | +1,355.6% | -1,316.3% | +26.8% |
| 5Y | -29.5% | +6.6% | -36.1% | -39.2% |
| All | -30.0% | +2.2% | -32.3% | -39.2% |
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