+5.2%
QBTS vs DAL
+115.6%
-110.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +2.2% | +15.9% | +17.0% |
| 7D | +0.3% | +8.8% | -8.5% | -3.5% |
| 30D | -29.8% | +5.4% | -35.2% | -31.3% |
| 3M | -45.0% | -4.9% | -40.0% | -43.5% |
| 6M | -55.2% | +19.8% | -75.0% | -58.6% |
| YTD | -59.2% | +27.0% | -86.2% | -63.0% |
| 1Y | -62.4% | +52.5% | -114.8% | -68.3% |
| 3Y | +1,264.0% | +173.8% | +1,090.1% | +867.8% |
| 5Y | +8.8% | +104.5% | -95.8% | -20.3% |
| All | +5.2% | +115.6% | -110.4% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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