-5.8%
QBTS vs DG
-28.5%
+22.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -10.5% | +0.3% | -10.8% | -10.5% |
| 30D | -20.5% | +3.2% | -23.8% | -20.7% |
| 3M | -54.3% | +10.4% | -64.7% | -54.6% |
| 6M | -55.4% | +33.2% | -88.6% | -56.3% |
| YTD | -63.4% | +3.0% | -66.4% | -63.7% |
| 1Y | -59.1% | +31.2% | -90.3% | -59.5% |
| 3Y | +1,216.8% | +21.8% | +1,195.0% | +1,208.9% |
| 5Y | -2.6% | -35.0% | +32.3% | -13.1% |
| All | -5.8% | -28.5% | +22.7% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling