-0.5%
QBTS vs DOCS
-19.4%
+18.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.6% |
| 7D | +8.7% | +0.1% | +8.7% | +8.7% |
| 30D | -26.5% | +8.7% | -35.1% | -27.4% |
| 3M | -52.6% | +32.9% | -85.4% | -54.9% |
| 6M | -56.0% | +25.5% | -81.5% | -58.4% |
| YTD | -62.4% | -25.0% | -37.3% | -61.5% |
| 1Y | -62.7% | -34.9% | -27.9% | -60.9% |
| 3Y | +1,266.7% | +39.3% | +1,227.3% | +1,194.6% |
| 5Y | +0.2% | -54.8% | +55.0% | -4.5% |
| All | -0.5% | -19.4% | +18.9% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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