+68.7%
QBTS vs DPZ
-10.3%
+79.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.0% | -2.7% |
| 7D | +3.8% | -7.3% | +11.1% | +4.5% |
| 30D | -15.2% | -7.6% | -7.6% | -14.6% |
| 3M | -27.2% | +1.8% | -29.0% | -27.5% |
| 6M | -10.1% | -21.8% | +11.7% | -7.3% |
| YTD | -34.5% | -22.0% | -12.5% | -32.6% |
| 1Y | +6.0% | -28.6% | +34.6% | +10.5% |
| 3Y | +1,779.3% | -13.1% | +1,792.3% | +1,824.7% |
| 5Y | +75.4% | -33.2% | +108.6% | +85.6% |
| All | +68.7% | -10.3% | +79.0% | +71.7% |
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