+1,470.1%
QBTS vs DGX
+96.4%
+1,373.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +1.2% |
| 7D | +1.3% | -0.9% | +2.2% | +1.2% |
| 30D | -19.0% | -1.2% | -17.8% | -19.2% |
| 3M | -29.5% | +15.8% | -45.2% | -27.0% |
| 6M | -11.2% | +18.2% | -29.3% | -7.5% |
| YTD | -35.8% | +37.2% | -73.0% | -31.7% |
| 1Y | +1.7% | +30.4% | -28.7% | +7.7% |
| 3Y | +1,470.1% | +96.7% | +1,373.4% | +1,548.4% |
| All | +1,470.1% | +96.4% | +1,373.7% | +1,548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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