+64.1%
QBTS vs DT
+32.0%
+32.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.3% |
| 7D | -1.0% | -2.5% | +1.6% | -0.1% |
| 30D | -17.6% | +3.5% | -21.2% | -19.1% |
| 3M | -28.3% | +26.7% | -55.1% | -35.2% |
| 6M | -11.2% | +36.1% | -47.3% | -22.5% |
| YTD | -36.3% | +18.6% | -54.9% | -41.6% |
| 1Y | +3.9% | +7.9% | -4.0% | -1.1% |
| 3Y | +1,728.8% | +8.6% | +1,720.2% | +1,663.0% |
| 5Y | +70.9% | -26.7% | +97.5% | +67.8% |
| All | +64.1% | +32.0% | +32.2% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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