-38.3%
DIS vs QBTS
+72.4%
-110.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.8% | -0.4% |
| 7D | -1.1% | +6.8% | -7.9% | -1.3% |
| 30D | +0.1% | -14.9% | +15.0% | +0.5% |
| 3M | +7.1% | -31.6% | +38.7% | +7.8% |
| 6M | +4.3% | -4.9% | +9.2% | +3.7% |
| YTD | -6.9% | -32.4% | +25.5% | -6.9% |
| 1Y | -10.3% | +14.6% | -24.9% | -11.8% |
| 3Y | +32.8% | +1,839.6% | -1,806.8% | +19.7% |
| 5Y | -41.5% | +81.2% | -122.7% | -50.1% |
| All | -38.3% | +72.4% | -110.7% | -47.0% |
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