-63.8%
QBTS vs DLR
+9.5%
-73.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.4% | -9.1% | -9.1% |
| 7D | +1.1% | +0.3% | +0.7% | +1.2% |
| 30D | -28.1% | +1.2% | -29.3% | -28.4% |
| 3M | -48.1% | -4.8% | -43.3% | -45.0% |
| 6M | -53.6% | -6.1% | -47.4% | -48.9% |
| YTD | -59.9% | +19.3% | -79.2% | -72.1% |
| All | -63.8% | +9.5% | -73.4% | -68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling