+81.2%
QBTS vs DD
+61.7%
+19.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.7% |
| 7D | +6.8% | -0.6% | +7.4% | +7.2% |
| 30D | -14.9% | -7.4% | -7.5% | -10.9% |
| 3M | -31.6% | -6.4% | -25.2% | -28.7% |
| 6M | -4.9% | -2.5% | -2.5% | -2.5% |
| YTD | -32.4% | +10.2% | -42.7% | -35.3% |
| 1Y | +14.6% | +36.9% | -22.4% | -2.8% |
| 3Y | +1,839.6% | +47.0% | +1,792.6% | +1,481.0% |
| 5Y | +81.2% | +63.1% | +18.1% | +54.2% |
| All | +81.2% | +61.7% | +19.5% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling