+68.0%
QBTS vs DOCN
+171.0%
-103.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.3% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | -22.5% | -9.6% | -12.9% | -20.4% |
| 3M | -40.0% | -37.7% | -2.3% | -31.3% |
| 6M | -12.3% | +115.2% | -127.5% | -33.5% |
| YTD | -36.6% | +133.7% | -170.3% | -53.4% |
| 1Y | +8.4% | +250.2% | -241.7% | -28.7% |
| 3Y | +1,380.4% | +320.3% | +1,060.1% | +833.2% |
| 5Y | +69.7% | +53.1% | +16.6% | +13.1% |
| All | +68.0% | +171.0% | -103.0% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling