+52.7%
DRAM vs QBTS
-27.0%
+79.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | 0.0% | -1.8% |
| 7D | +7.9% | -10.5% | +18.4% | +12.5% |
| 30D | -15.4% | -20.5% | +5.1% | -7.9% |
| 3M | -25.5% | -54.3% | +28.7% | -2.8% |
| 6M | -22.3% | -55.4% | +33.2% | +1.0% |
| All | +52.7% | -27.0% | +79.8% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling