+1,839.6%
QBTS vs DLR
+57.6%
+1,782.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.0% |
| 7D | +6.8% | +3.4% | +3.4% | +3.2% |
| 30D | -14.9% | -2.2% | -12.7% | -12.9% |
| 3M | -31.6% | +4.7% | -36.3% | -36.6% |
| 6M | -4.9% | +9.0% | -14.0% | -14.0% |
| YTD | -32.4% | +24.1% | -56.6% | -47.2% |
| 1Y | +14.6% | +20.9% | -6.4% | -6.6% |
| 3Y | +1,839.6% | +60.0% | +1,779.6% | +1,103.0% |
| All | +1,839.6% | +57.6% | +1,782.0% | +1,103.0% |
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