-10.8%
QBTS vs D
+21.0%
-31.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.2% | -12.7% | -12.8% |
| 7D | -21.7% | +6.9% | -28.7% | -20.8% |
| 30D | -42.7% | +12.3% | -55.0% | -41.6% |
| 3M | -57.7% | +3.0% | -60.7% | -57.4% |
| 6M | -58.0% | +12.8% | -70.8% | -57.1% |
| YTD | -65.4% | +22.6% | -87.9% | -64.3% |
| 1Y | -70.8% | +21.7% | -92.5% | -69.9% |
| 3Y | +930.8% | +83.9% | +846.8% | +1,034.1% |
| 5Y | -7.8% | +14.0% | -21.8% | -13.2% |
| All | -10.8% | +21.0% | -31.9% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling