+8.5%
QBTS vs DFNS
-100.0%
+108.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -12.2% | +30.2% | +18.4% |
| 7D | +0.3% | -44.0% | +44.3% | +2.1% |
| 30D | -29.8% | -69.1% | +39.3% | -27.3% |
| 3M | -45.0% | -95.6% | +50.7% | -39.6% |
| 6M | -55.2% | -96.2% | +41.0% | -55.1% |
| YTD | -59.2% | -99.6% | +40.4% | -56.6% |
| 1Y | -62.4% | -99.7% | +37.4% | -59.5% |
| 3Y | +1,264.0% | -100.0% | +1,364.0% | +1,130.4% |
| All | +8.5% | -100.0% | +108.5% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling