+75.4%
QBTS vs DBX
+8.9%
+66.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.4% | -4.1% |
| 7D | +3.8% | +0.3% | +3.6% | +3.5% |
| 30D | -15.2% | 0.0% | -15.2% | -15.6% |
| 3M | -27.2% | +26.1% | -53.3% | -35.0% |
| 6M | -10.1% | +29.4% | -39.4% | -22.2% |
| YTD | -34.5% | +24.4% | -59.0% | -42.4% |
| 1Y | +6.0% | +10.9% | -4.9% | -1.5% |
| 3Y | +1,779.3% | +24.1% | +1,755.2% | +1,526.3% |
| 5Y | +75.4% | +7.8% | +67.7% | +46.7% |
| All | +75.4% | +8.9% | +66.5% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling