+65.5%
QBTS vs DLTR
+9.5%
+56.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +1.3% | -10.1% | +11.4% | +3.3% |
| 30D | -19.0% | -8.1% | -10.9% | -17.9% |
| 3M | -29.5% | +2.9% | -32.3% | -30.3% |
| 6M | -11.2% | +4.3% | -15.5% | -13.0% |
| YTD | -35.8% | -3.9% | -31.8% | -36.2% |
| 1Y | +1.7% | +18.9% | -17.2% | -3.3% |
| 3Y | +1,470.1% | +1.9% | +1,468.2% | +1,362.5% |
| 5Y | +72.3% | +31.0% | +41.3% | +59.7% |
| All | +65.5% | +9.5% | +56.0% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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