+7.9%
QBTS vs DOCN
+110.0%
-102.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.6% | -8.0% | -1.5% |
| 7D | +2.6% | +3.7% | -1.1% | +1.5% |
| 30D | -22.5% | -33.7% | +11.2% | -12.0% |
| 3M | -47.4% | -27.9% | -19.5% | -42.2% |
| 6M | -55.7% | -46.4% | -9.2% | -47.2% |
| YTD | -59.3% | +81.1% | -140.4% | -67.8% |
| 1Y | -63.3% | +74.3% | -137.6% | -70.5% |
| 3Y | +1,379.2% | +245.8% | +1,133.3% | +899.4% |
| 5Y | +8.3% | -23.7% | +32.1% | -21.8% |
| All | +7.9% | +110.0% | -102.1% | -23.5% |
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