-31.5%
DIS vs QBTS
+4.2%
-35.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.0% | -18.4% | -0.8% |
| 7D | +5.2% | +0.3% | +5.0% | +5.2% |
| 30D | +11.5% | -29.8% | +41.3% | +12.3% |
| 3M | +11.5% | -45.0% | +56.5% | +12.9% |
| 6M | +8.9% | -55.2% | +64.1% | +10.3% |
| YTD | +3.4% | -59.2% | +62.6% | +4.6% |
| 1Y | +7.2% | -62.4% | +69.6% | +8.4% |
| 3Y | +43.3% | +1,264.0% | -1,220.7% | +30.5% |
| 5Y | -31.4% | +8.8% | -40.2% | -40.8% |
| All | -31.5% | +4.2% | -35.7% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling