-5.8%
QBTS vs DD
+106.9%
-112.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.5% |
| 7D | -10.5% | +5.0% | -15.4% | -12.7% |
| 30D | -20.5% | +19.7% | -40.2% | -27.6% |
| 3M | -54.3% | +7.2% | -61.4% | -55.8% |
| 6M | -55.4% | +1.0% | -56.4% | -55.5% |
| YTD | -63.4% | +29.1% | -92.5% | -67.5% |
| 1Y | -59.1% | +28.5% | -87.6% | -63.6% |
| 3Y | +1,216.8% | +89.4% | +1,127.4% | +914.0% |
| 5Y | -2.6% | +67.1% | -69.8% | -22.3% |
| All | -5.8% | +106.9% | -112.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling