+5.2%
QBTS vs DECK
+80.3%
-75.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.2% | +19.2% | +18.3% |
| 7D | +0.3% | +5.8% | -5.5% | -1.2% |
| 30D | -29.8% | +7.9% | -37.7% | -31.2% |
| 3M | -45.0% | -11.4% | -33.6% | -43.5% |
| 6M | -55.2% | -16.6% | -38.6% | -53.5% |
| YTD | -59.2% | -16.4% | -42.8% | -57.9% |
| 1Y | -62.4% | +8.6% | -71.0% | -63.6% |
| 3Y | +1,264.0% | -15.1% | +1,279.1% | +1,375.3% |
| 5Y | +8.8% | +22.9% | -14.1% | +20.8% |
| All | +5.2% | +80.3% | -75.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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