+2.3%
QBTS vs DECK
+85.3%
-83.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.0% | -5.9% | -1.4% |
| 7D | -11.8% | +10.4% | -22.2% | -14.0% |
| 30D | -33.6% | +11.1% | -44.7% | -35.4% |
| 3M | -52.5% | -10.8% | -41.7% | -51.3% |
| 6M | -50.4% | -8.7% | -41.6% | -49.5% |
| YTD | -60.3% | -14.0% | -46.3% | -59.4% |
| 1Y | -65.1% | +12.0% | -77.1% | -66.4% |
| 3Y | +1,082.2% | -10.5% | +1,092.7% | +1,170.0% |
| 5Y | +5.6% | +28.5% | -22.9% | +16.5% |
| All | +2.3% | +85.3% | -83.1% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling