+64.1%
QBTS vs DG
-34.7%
+98.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.6% |
| 7D | -1.0% | -6.3% | +5.3% | -0.6% |
| 30D | -17.6% | +2.4% | -20.1% | -17.8% |
| 3M | -28.3% | +12.4% | -40.8% | -29.1% |
| 6M | -11.2% | -14.9% | +3.7% | -11.2% |
| YTD | -36.3% | -6.1% | -30.2% | -36.4% |
| 1Y | +3.9% | +17.9% | -14.0% | +3.6% |
| 3Y | +1,728.8% | +3.1% | +1,725.6% | +1,704.6% |
| 5Y | +70.9% | -38.7% | +109.5% | +53.4% |
| All | +64.1% | -34.7% | +98.9% | +46.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling