+63.3%
QBTS vs DG
-29.3%
+92.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | -2.4% | +8.4% | -10.8% | -3.0% |
| 30D | -22.5% | +4.9% | -27.4% | -22.8% |
| 3M | -40.0% | +29.3% | -69.4% | -41.1% |
| 6M | -12.3% | -11.3% | -1.1% | -12.7% |
| YTD | -36.6% | +1.8% | -38.3% | -37.0% |
| 1Y | +8.4% | +25.3% | -16.9% | +7.6% |
| 3Y | +1,380.4% | +9.1% | +1,371.3% | +1,346.8% |
| 5Y | +69.7% | -34.9% | +104.6% | +51.7% |
| All | +63.3% | -29.3% | +92.7% | +44.8% |
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