-3.1%
QBTS vs DG
-28.2%
+25.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.5% | -7.5% |
| 7D | +8.7% | -2.5% | +11.2% | +8.9% |
| 30D | -26.5% | +7.7% | -34.1% | -26.9% |
| 3M | -52.6% | +13.1% | -65.7% | -53.0% |
| 6M | -56.0% | +32.0% | -88.0% | -56.9% |
| YTD | -62.4% | +3.3% | -65.7% | -62.7% |
| 1Y | -62.7% | +31.7% | -94.4% | -63.0% |
| 3Y | +1,266.7% | +21.7% | +1,245.0% | +1,256.6% |
| 5Y | +0.2% | -34.7% | +35.0% | -10.6% |
| All | -3.1% | -28.2% | +25.2% | -14.3% |
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