+3.3%
QBTS vs DG
-26.8%
+30.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.5% | -9.1% | -8.7% |
| 7D | +1.1% | +5.2% | -4.1% | +0.8% |
| 30D | -28.1% | +7.9% | -36.0% | -28.5% |
| 3M | -48.1% | +12.7% | -60.8% | -48.6% |
| 6M | -53.6% | +22.4% | -76.0% | -54.4% |
| YTD | -59.9% | +5.4% | -65.3% | -60.3% |
| 1Y | -64.3% | +39.4% | -103.7% | -64.6% |
| 3Y | +1,355.6% | +24.1% | +1,331.4% | +1,343.1% |
| 5Y | +6.6% | -32.2% | +38.8% | -5.0% |
| All | +3.3% | -26.8% | +30.0% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling