+63.3%
QBTS vs DD
+77.1%
-13.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 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