-65.1%
QBTS vs DG
+45.3%
-110.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.4% | -3.2% |
| 7D | -11.8% | +12.3% | -24.1% | -16.2% |
| 30D | -33.6% | +19.3% | -52.9% | -39.3% |
| 3M | -52.5% | +11.9% | -64.3% | -55.4% |
| 6M | -50.4% | +25.0% | -75.4% | -57.4% |
| YTD | -60.3% | +8.7% | -69.0% | -62.5% |
| 1Y | -65.1% | +44.7% | -109.8% | -73.4% |
| All | -65.1% | +45.3% | -110.4% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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