-29.8%
DIS vs QBTS
+3.9%
-33.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.3% |
| 7D | +0.6% | +2.6% | -2.0% | +0.5% |
| 30D | +10.3% | -22.5% | +32.8% | +10.8% |
| 3M | +15.6% | -47.4% | +62.9% | +17.1% |
| 6M | +15.1% | -55.7% | +70.8% | +16.7% |
| YTD | +6.0% | -59.3% | +65.2% | +7.1% |
| 1Y | +5.7% | -63.3% | +69.0% | +6.9% |
| 3Y | +39.8% | +1,379.2% | -1,339.4% | +27.3% |
| 5Y | -23.9% | +8.3% | -32.2% | -34.3% |
| All | -29.8% | +3.9% | -33.7% | -39.0% |
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