+6.2%
QBTS vs DOCN
+91.6%
-85.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.6% | -10.2% | -9.1% |
| 7D | +1.1% | -12.1% | +13.2% | +5.4% |
| 30D | -28.1% | -41.0% | +12.9% | -15.1% |
| 3M | -48.1% | -38.7% | -9.4% | -40.0% |
| 6M | -53.6% | -51.5% | -2.1% | -42.8% |
| YTD | -59.9% | +65.3% | -125.2% | -67.3% |
| 1Y | -64.3% | +53.9% | -118.2% | -70.1% |
| 3Y | +1,355.6% | +215.6% | +1,140.0% | +914.1% |
| 5Y | +6.6% | -26.2% | +32.8% | -20.7% |
| All | +6.2% | +91.6% | -85.4% | -22.4% |
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