-65.1%
QBTS vs DBX
+22.5%
-87.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.6% |
| 7D | -11.8% | -1.1% | -10.7% | -11.6% |
| 30D | -33.6% | +5.0% | -38.7% | -34.3% |
| 3M | -52.5% | +4.6% | -57.1% | -53.1% |
| 6M | -50.4% | +43.9% | -94.3% | -58.1% |
| YTD | -60.3% | +29.9% | -90.2% | -64.2% |
| 1Y | -65.1% | +24.6% | -89.7% | -67.4% |
| All | -65.1% | +22.5% | -87.6% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling