+63.3%
QBTS vs DBX
+64.6%
-1.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | -2.4% | -2.4% | 0.0% | -1.5% |
| 30D | -22.5% | -0.5% | -22.0% | -22.5% |
| 3M | -40.0% | +28.1% | -68.1% | -46.0% |
| 6M | -12.3% | +33.1% | -45.4% | -23.6% |
| YTD | -36.6% | +25.3% | -61.9% | -43.4% |
| 1Y | +8.4% | +18.3% | -9.9% | -0.8% |
| 3Y | +1,380.4% | +25.0% | +1,355.3% | +1,208.0% |
| 5Y | +69.7% | +7.5% | +62.2% | +46.2% |
| All | +63.3% | +64.6% | -1.3% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling