-0.3%
QBTS vs DOCN
+117.0%
-117.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.4% | -11.0% | -8.7% |
| 7D | +8.7% | +27.4% | -18.7% | +0.5% |
| 30D | -26.5% | -29.7% | +3.3% | -18.1% |
| 3M | -52.6% | -32.5% | -20.1% | -46.9% |
| 6M | -56.0% | -42.2% | -13.8% | -48.8% |
| YTD | -62.4% | +87.2% | -149.5% | -70.6% |
| 1Y | -62.7% | +86.2% | -148.9% | -70.7% |
| 3Y | +1,266.7% | +257.4% | +1,009.2% | +812.6% |
| 5Y | +0.2% | -27.4% | +27.6% | -28.4% |
| All | -0.3% | +117.0% | -117.3% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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