+68.7%
QBTS vs DAR
+28.4%
+40.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | -15.2% | +7.4% | -22.7% | -16.5% |
| 3M | -27.2% | +15.7% | -42.9% | -29.7% |
| 6M | -10.1% | +30.0% | -40.1% | -15.7% |
| YTD | -34.5% | +87.5% | -122.1% | -43.4% |
| 1Y | +6.0% | +113.4% | -107.4% | -11.3% |
| 3Y | +1,779.3% | +15.3% | +1,764.0% | +1,587.6% |
| 5Y | +75.4% | -4.3% | +79.7% | +58.8% |
| All | +68.7% | +28.4% | +40.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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