+68.7%
QBTS vs DD
+72.1%
-3.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.8% |
| 7D | +3.8% | -3.8% | +7.6% | +5.9% |
| 30D | -15.2% | -9.2% | -6.0% | -10.8% |
| 3M | -27.2% | -9.0% | -18.2% | -23.3% |
| 6M | -10.1% | -5.0% | -5.1% | -6.7% |
| YTD | -34.5% | +7.4% | -41.9% | -36.0% |
| 1Y | +6.0% | +35.1% | -29.1% | -7.2% |
| 3Y | +1,779.3% | +43.2% | +1,736.0% | +1,500.7% |
| 5Y | +75.4% | +59.6% | +15.8% | +53.1% |
| All | +68.7% | +72.1% | -3.5% | +50.7% |
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