Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • QBTS vs DD✓SelectedUSD · DDQBTS vs DD performance historyLatest closeAs of-1.43%09/04
Stock and ETF performance explorer

QBTS vs DD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+63.3%
DD return
+77.1%
Excess return
-13.7%
Maximum drawdown
-96.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDDExcessAlpha
1D-1.4%+0.4%-1.8%-1.6%
7D-2.4%-3.5%+1.1%-0.6%
30D-22.5%-10.3%-12.2%-17.9%
3M-40.0%-7.5%-32.5%-37.3%
6M-12.3%-8.0%-4.3%-7.8%
YTD-36.6%+10.5%-47.1%-38.9%
1Y+8.4%+38.3%-29.8%-6.2%
3Y+1,380.4%+42.5%+1,337.9%+1,144.9%
5Y+69.7%+60.2%+9.5%+46.1%
All+63.3%+77.1%-13.7%+43.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling