+0.2%
QBTS vs DKS
+25.2%
-25.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -5.0% | -6.8% |
| 7D | +8.7% | +3.3% | +5.5% | +7.7% |
| 30D | -26.5% | +5.9% | -32.4% | -28.0% |
| 3M | -52.6% | -27.4% | -25.1% | -48.7% |
| 6M | -56.0% | -32.6% | -23.4% | -51.3% |
| YTD | -62.4% | -24.8% | -37.6% | -59.9% |
| 1Y | -62.7% | -32.8% | -29.9% | -58.8% |
| 3Y | +1,266.7% | +39.1% | +1,227.6% | +1,223.4% |
| 5Y | +0.2% | +25.0% | -24.8% | +1.4% |
| All | +0.2% | +25.2% | -25.0% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling