+68.7%
QBTS vs DGX
+110.5%
-41.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +3.8% | -2.2% | +6.0% | +3.6% |
| 30D | -15.2% | -0.9% | -14.3% | -15.3% |
| 3M | -27.2% | +15.6% | -42.8% | -26.2% |
| 6M | -10.1% | +17.8% | -27.9% | -8.5% |
| YTD | -34.5% | +37.5% | -72.0% | -33.0% |
| 1Y | +6.0% | +31.2% | -25.1% | +8.3% |
| 3Y | +1,779.3% | +96.6% | +1,682.7% | +1,805.7% |
| 5Y | +75.4% | +64.9% | +10.5% | +79.0% |
| All | +68.7% | +110.5% | -41.8% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling