+1,839.6%
QBTS vs DG
+10.3%
+1,829.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.0% | +10.6% | +7.4% |
| 7D | +6.8% | -2.5% | +9.3% | +7.3% |
| 30D | -14.9% | +1.0% | -15.9% | -15.2% |
| 3M | -31.6% | +20.3% | -51.9% | -34.8% |
| 6M | -4.9% | -11.7% | +6.8% | -3.8% |
| YTD | -32.4% | -2.3% | -30.1% | -32.6% |
| 1Y | +14.6% | +20.0% | -5.4% | +10.5% |
| 3Y | +1,839.6% | +7.2% | +1,832.4% | +1,588.4% |
| All | +1,839.6% | +10.3% | +1,829.3% | +1,588.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling