+65.5%
QBTS vs DE
+189.3%
-123.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +1.3% | -2.6% | +3.9% | +2.0% |
| 30D | -19.0% | +9.0% | -28.0% | -21.2% |
| 3M | -29.5% | +19.1% | -48.6% | -33.5% |
| 6M | -11.2% | +14.4% | -25.5% | -15.5% |
| YTD | -35.8% | +45.9% | -81.7% | -44.1% |
| 1Y | +1.7% | +43.6% | -41.9% | -11.4% |
| 3Y | +1,470.1% | +75.9% | +1,394.2% | +1,187.4% |
| 5Y | +72.3% | +98.8% | -26.5% | +45.0% |
| All | +65.5% | +189.3% | -123.8% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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