+1,329.3%
QBTS vs DAL
+95.1%
+1,234.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -22.5% | -13.9% | -8.6% | -13.6% |
| 3M | -40.0% | +1.1% | -41.1% | -40.7% |
| 6M | -12.3% | +26.2% | -38.6% | -25.7% |
| YTD | -36.6% | +16.4% | -53.0% | -43.3% |
| 1Y | +8.4% | +33.9% | -25.4% | -11.5% |
| All | +1,329.3% | +95.1% | +1,234.2% | +529.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling