+64.1%
QBTS vs DLR
+74.4%
-10.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.4% |
| 7D | -1.0% | -1.3% | +0.3% | -0.1% |
| 30D | -17.6% | -2.9% | -14.8% | -16.1% |
| 3M | -28.3% | +3.2% | -31.6% | -30.4% |
| 6M | -11.2% | +3.9% | -15.1% | -13.0% |
| YTD | -36.3% | +21.4% | -57.7% | -43.3% |
| 1Y | +3.9% | +9.7% | -5.8% | -0.9% |
| 3Y | +1,728.8% | +56.5% | +1,672.2% | +1,443.4% |
| 5Y | +70.9% | +41.5% | +29.4% | +32.5% |
| All | +64.1% | +74.4% | -10.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling