+63.3%
QBTS vs D
+14.4%
+48.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.5% |
| 7D | -2.4% | +1.5% | -3.9% | -2.2% |
| 30D | -22.5% | -2.6% | -19.9% | -22.8% |
| 3M | -40.0% | 0.0% | -40.0% | -40.0% |
| 6M | -12.3% | +7.4% | -19.7% | -11.3% |
| YTD | -36.6% | +15.9% | -52.5% | -35.3% |
| 1Y | +8.4% | +18.1% | -9.7% | +11.0% |
| 3Y | +1,380.4% | +58.4% | +1,322.0% | +1,456.8% |
| 5Y | +69.7% | +5.2% | +64.5% | +58.5% |
| All | +63.3% | +14.4% | +48.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling