-48.1%
QBTS vs DG
+10.7%
-58.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.5% | -9.1% | -8.6% |
| 7D | +1.1% | +5.2% | -4.1% | +1.7% |
| 30D | -28.1% | +7.9% | -36.0% | -27.9% |
| 3M | -48.1% | +12.7% | -60.8% | -48.0% |
| All | -48.1% | +10.7% | -58.8% | -48.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling