+63.3%
QBTS vs DFNS
-99.9%
+163.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -2.4% | -16.0% | +13.6% | -1.9% |
| 30D | -22.5% | -77.7% | +55.2% | -19.1% |
| 3M | -40.0% | -77.2% | +37.2% | -43.1% |
| 6M | -12.3% | -95.2% | +82.9% | -13.3% |
| YTD | -36.6% | -98.0% | +61.4% | -35.9% |
| 1Y | +8.4% | -98.3% | +106.7% | +10.1% |
| 3Y | +1,380.4% | -99.9% | +1,480.2% | +1,222.8% |
| 5Y | +69.7% | -99.9% | +169.6% | +51.0% |
| All | +63.3% | -99.9% | +163.2% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling