-2.9%
QBTS vs BTDR
-44.0%
+41.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.6% | +5.8% | +0.3% |
| 7D | -10.5% | -6.9% | -3.6% | -8.3% |
| 30D | -20.5% | -31.5% | +11.0% | -9.3% |
| 3M | -54.3% | -36.1% | -18.2% | -47.2% |
| 6M | -55.4% | -57.6% | +2.2% | -41.4% |
| YTD | -63.4% | -50.0% | -13.4% | -55.1% |
| 1Y | -59.1% | -49.6% | -9.5% | -49.7% |
| 3Y | +1,216.8% | +48.5% | +1,168.3% | +1,149.1% |
| All | -2.9% | -44.0% | +41.1% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling