+74.1%
QBTS vs DFNS
-99.9%
+173.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.6% |
| 7D | +6.8% | +0.8% | +6.0% | +6.8% |
| 30D | -14.9% | -73.2% | +58.3% | -11.6% |
| 3M | -31.6% | -72.4% | +40.9% | -35.5% |
| 6M | -4.9% | -95.2% | +90.3% | -6.0% |
| YTD | -32.4% | -98.0% | +65.6% | -31.7% |
| 1Y | +14.6% | -98.3% | +112.8% | +16.3% |
| 3Y | +1,839.6% | -99.9% | +1,939.5% | +1,630.4% |
| 5Y | +81.2% | -99.9% | +181.1% | +61.6% |
| All | +74.1% | -99.9% | +173.9% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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