-65.1%
QBTS vs DKS
-29.5%
-35.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | -1.3% |
| 7D | -11.8% | +8.4% | -20.2% | -13.2% |
| 30D | -33.6% | +7.7% | -41.3% | -34.7% |
| 3M | -52.5% | -25.8% | -26.7% | -47.8% |
| 6M | -50.4% | -31.0% | -19.4% | -44.0% |
| YTD | -60.3% | -23.8% | -36.5% | -57.6% |
| 1Y | -65.1% | -29.8% | -35.3% | -63.1% |
| All | -65.1% | -29.5% | -35.6% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling