+1,500.0%
QBTS vs BTDR
+7.6%
+1,492.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.0% |
| 7D | +3.8% | +14.8% | -11.0% | -2.0% |
| 30D | -15.2% | +41.8% | -57.0% | -26.6% |
| 3M | -27.2% | -29.2% | +2.0% | -19.1% |
| 6M | -10.1% | +66.2% | -76.3% | -28.0% |
| YTD | -34.5% | +10.0% | -44.5% | -39.3% |
| 1Y | +6.0% | -11.0% | +17.0% | +2.7% |
| All | +1,500.0% | +7.6% | +1,492.4% | +1,277.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling