-65.1%
QBTS vs BTDR
-69.9%
+4.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +3.1% |
| 7D | -11.8% | -17.6% | +5.7% | -2.9% |
| 30D | -33.6% | -40.3% | +6.6% | -13.4% |
| 3M | -52.5% | -42.6% | -9.8% | -39.0% |
| 6M | -50.4% | -46.3% | -4.1% | -36.6% |
| YTD | -60.3% | -41.7% | -18.6% | -52.1% |
| 1Y | -65.1% | -69.4% | +4.3% | -46.9% |
| All | -65.1% | -69.9% | +4.8% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling