+6.0%
QBTS vs DG
+17.9%
-11.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.9% |
| 7D | +3.8% | -4.8% | +8.6% | +6.1% |
| 30D | -15.2% | +1.8% | -17.0% | -16.5% |
| 3M | -27.2% | +14.5% | -41.7% | -34.1% |
| 6M | -10.1% | -13.6% | +3.5% | -4.5% |
| YTD | -34.5% | -4.8% | -29.7% | -33.5% |
| 1Y | +6.0% | +21.6% | -15.6% | -5.2% |
| All | +6.0% | +17.9% | -11.9% | -5.2% |
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 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