+63.3%
QBTS vs DLR
+77.2%
-13.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -2.4% | +1.6% | -4.0% | -3.3% |
| 30D | -22.5% | -3.4% | -19.1% | -20.7% |
| 3M | -40.0% | +0.5% | -40.5% | -40.8% |
| 6M | -12.3% | +4.6% | -16.9% | -14.6% |
| YTD | -36.6% | +23.4% | -60.0% | -44.1% |
| 1Y | +8.4% | +19.0% | -10.6% | -1.4% |
| 3Y | +1,380.4% | +56.5% | +1,323.8% | +1,141.4% |
| 5Y | +69.7% | +33.3% | +36.4% | +30.1% |
| All | +63.3% | +77.2% | -13.9% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling