+75.4%
QBTS vs DG
-39.5%
+114.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.9% |
| 7D | +3.8% | -4.8% | +8.6% | +4.1% |
| 30D | -15.2% | +1.8% | -17.0% | -15.4% |
| 3M | -27.2% | +14.5% | -41.7% | -28.0% |
| 6M | -10.1% | -13.6% | +3.5% | -10.2% |
| YTD | -34.5% | -4.8% | -29.7% | -34.7% |
| 1Y | +6.0% | +21.6% | -15.6% | +5.8% |
| 3Y | +1,779.3% | +4.5% | +1,774.8% | +1,750.9% |
| 5Y | +75.4% | -38.5% | +113.9% | +54.0% |
| All | +75.4% | -39.5% | +114.9% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling