+1,500.0%
QBTS vs DBX
+23.5%
+1,476.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.4% | -4.4% |
| 7D | +3.8% | +0.3% | +3.6% | +3.5% |
| 30D | -15.2% | 0.0% | -15.2% | -15.7% |
| 3M | -27.2% | +26.1% | -53.3% | -37.4% |
| 6M | -10.1% | +29.4% | -39.4% | -26.2% |
| YTD | -34.5% | +24.4% | -59.0% | -44.9% |
| 1Y | +6.0% | +10.9% | -4.9% | -3.2% |
| All | +1,500.0% | +23.5% | +1,476.5% | +1,037.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling