-10.8%
QBTS vs DOC
-5.6%
-5.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.2% | -12.6% | -12.7% |
| 7D | -21.7% | +6.2% | -27.9% | -23.7% |
| 30D | -42.7% | +6.5% | -49.2% | -44.3% |
| 3M | -57.7% | -6.2% | -51.5% | -56.6% |
| 6M | -58.0% | +25.6% | -83.6% | -62.3% |
| YTD | -65.4% | +32.1% | -97.5% | -69.6% |
| 1Y | -70.8% | +20.3% | -91.1% | -73.4% |
| 3Y | +930.8% | +42.7% | +888.0% | +785.6% |
| 5Y | -7.8% | -22.2% | +14.3% | -18.1% |
| All | -10.8% | -5.6% | -5.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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