+13.0%
QBTS vs D
+18.6%
-5.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.3% |
| 7D | +13.7% | +0.8% | +12.9% | +13.9% |
| 30D | -21.3% | +10.7% | -32.0% | -19.9% |
| 3M | -44.7% | +2.3% | -47.0% | -44.4% |
| 6M | -49.2% | +12.5% | -61.7% | -48.2% |
| YTD | -56.1% | +20.1% | -76.2% | -54.9% |
| 1Y | -61.1% | +15.6% | -76.7% | -60.1% |
| 3Y | +1,511.0% | +75.2% | +1,435.8% | +1,649.2% |
| 5Y | +16.6% | +14.6% | +2.0% | +9.4% |
| All | +13.0% | +18.6% | -5.6% | +4.0% |
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