-10.8%
QBTS vs DECK
+82.5%
-93.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.5% | -11.3% | -12.4% |
| 7D | -21.7% | +6.0% | -27.7% | -22.9% |
| 30D | -42.7% | +7.4% | -50.1% | -43.7% |
| 3M | -57.7% | -11.7% | -46.0% | -56.5% |
| 6M | -58.0% | -11.0% | -47.0% | -57.0% |
| YTD | -65.4% | -15.4% | -50.0% | -64.4% |
| 1Y | -70.8% | +7.2% | -78.1% | -71.7% |
| 3Y | +930.8% | -11.8% | +942.6% | +1,012.1% |
| 5Y | -7.8% | +24.3% | -32.2% | +2.2% |
| All | -10.8% | +82.5% | -93.3% | -2.4% |
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