+2.3%
QBTS vs DOC
-5.4%
+7.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.2% |
| 7D | -11.8% | +8.7% | -20.5% | -14.9% |
| 30D | -33.6% | +7.6% | -41.3% | -35.8% |
| 3M | -52.5% | -5.3% | -47.2% | -51.4% |
| 6M | -50.4% | +27.6% | -78.0% | -55.8% |
| YTD | -60.3% | +32.4% | -92.7% | -65.2% |
| 1Y | -65.1% | +22.9% | -88.0% | -68.5% |
| 3Y | +1,082.2% | +43.1% | +1,039.1% | +914.5% |
| 5Y | +5.6% | -21.4% | +27.0% | -6.4% |
| All | +2.3% | -5.4% | +7.6% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling