-10.8%
QBTS vs DAL
+111.1%
-121.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.3% | -8.5% | -10.8% |
| 7D | -21.7% | +4.6% | -26.3% | -23.3% |
| 30D | -42.7% | +2.3% | -45.0% | -43.2% |
| 3M | -57.7% | -8.1% | -49.6% | -55.9% |
| 6M | -58.0% | +21.4% | -79.4% | -61.4% |
| YTD | -65.4% | +24.3% | -89.7% | -68.4% |
| 1Y | -70.8% | +47.4% | -118.2% | -75.1% |
| 3Y | +930.8% | +164.6% | +766.1% | +639.4% |
| 5Y | -7.8% | +100.2% | -108.1% | -31.9% |
| All | -10.8% | +111.1% | -121.9% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling