+8.2%
QBTS vs DOCN
+74.7%
-66.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +2.5% | +15.5% | +17.2% |
| 7D | +0.3% | -19.2% | +19.4% | +7.4% |
| 30D | -29.8% | -43.1% | +13.2% | -16.3% |
| 3M | -45.0% | -40.7% | -4.3% | -35.7% |
| 6M | -55.2% | -55.0% | -0.2% | -43.4% |
| YTD | -59.2% | +50.6% | -109.8% | -65.7% |
| 1Y | -62.4% | +54.0% | -116.3% | -68.4% |
| 3Y | +1,264.0% | +203.9% | +1,060.1% | +869.7% |
| 5Y | +8.8% | -29.4% | +38.1% | -16.7% |
| All | +8.2% | +74.7% | -66.4% | -18.5% |
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