+13.0%
QBTS vs DPZ
-6.2%
+19.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +13.7% | +3.7% | +10.0% | +13.3% |
| 30D | -21.3% | +8.0% | -29.3% | -21.9% |
| 3M | -44.7% | -4.2% | -40.6% | -44.6% |
| 6M | -49.2% | +4.6% | -53.8% | -49.5% |
| YTD | -56.1% | -18.4% | -37.7% | -55.0% |
| 1Y | -61.1% | -16.8% | -44.4% | -60.3% |
| 3Y | +1,511.0% | -5.0% | +1,516.0% | +1,540.3% |
| 5Y | +16.6% | -27.8% | +44.4% | +22.5% |
| All | +13.0% | -6.2% | +19.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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