-56.4%
QBTS vs DD
+5.5%
-61.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.1% | -9.8% | -9.9% |
| 7D | +1.1% | +2.2% | -1.2% | -1.4% |
| 30D | -28.1% | +20.7% | -48.7% | -41.4% |
| 3M | -48.1% | +11.3% | -59.4% | -53.0% |
| All | -56.4% | +5.5% | -61.9% | -55.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling