+1,264.0%
QBTS vs DAR
+11.9%
+1,252.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.0% | +19.0% | +18.3% |
| 7D | +0.3% | -9.9% | +10.2% | +3.3% |
| 30D | -29.8% | -16.4% | -13.5% | -26.5% |
| 3M | -45.0% | -17.1% | -27.9% | -42.5% |
| 6M | -55.2% | -20.5% | -34.7% | -52.7% |
| YTD | -59.2% | +39.4% | -98.6% | -65.1% |
| 1Y | -62.4% | +57.2% | -119.6% | -69.4% |
| 3Y | +1,264.0% | +13.9% | +1,250.1% | +1,151.8% |
| All | +1,264.0% | +11.9% | +1,252.1% | +1,151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling