-62.7%
QBTS vs DFNS
-99.7%
+37.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -19.4% | +11.7% | -6.1% |
| 7D | +8.7% | -12.7% | +21.4% | +9.4% |
| 30D | -26.5% | -65.2% | +38.8% | -21.1% |
| 3M | -52.6% | -94.6% | +42.0% | -42.4% |
| 6M | -56.0% | -96.2% | +40.3% | -42.6% |
| YTD | -62.4% | -99.6% | +37.2% | -12.0% |
| 1Y | -62.7% | -99.7% | +37.0% | -5.0% |
| All | -62.7% | -99.7% | +37.0% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling