+1,343.5%
QBTS vs DLR
+54.8%
+1,288.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -50.7% |
| YTD | -59.9% | +19.3% | -79.2% | -67.2% |
| 1Y | -64.3% | +10.0% | -74.3% | -67.7% |
| All | +1,343.5% | +54.8% | +1,288.7% | +875.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling