+5.2%
QBTS vs DOCN
+102.5%
-97.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +2.3% |
| 7D | -11.8% | -20.0% | +8.2% | -5.5% |
| 30D | -33.6% | -38.8% | +5.1% | -22.9% |
| 3M | -52.5% | -34.8% | -17.6% | -46.2% |
| 6M | -50.4% | -22.8% | -27.6% | -47.8% |
| YTD | -60.3% | +74.6% | -134.9% | -68.3% |
| 1Y | -65.1% | +116.4% | -181.5% | -73.8% |
| 3Y | +1,082.2% | +239.3% | +842.9% | +705.1% |
| 5Y | +5.6% | -20.2% | +25.8% | -23.0% |
| All | +5.2% | +102.5% | -97.3% | -24.6% |
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