+68.7%
QBTS vs DRI
+120.2%
-51.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.0% |
| 7D | +3.8% | -4.8% | +8.6% | +4.2% |
| 30D | -15.2% | -3.9% | -11.3% | -15.0% |
| 3M | -27.2% | +5.1% | -32.3% | -27.6% |
| 6M | -10.1% | +5.5% | -15.6% | -10.7% |
| YTD | -34.5% | +16.5% | -51.0% | -35.3% |
| 1Y | +6.0% | +2.0% | +4.0% | +5.3% |
| 3Y | +1,779.3% | +54.5% | +1,724.8% | +1,712.4% |
| 5Y | +75.4% | +66.6% | +8.8% | +70.4% |
| All | +68.7% | +120.2% | -51.5% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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