+3.9%
QBTS vs DT
+1.8%
+2.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.5% |
| 7D | -1.0% | -2.5% | +1.6% | +0.1% |
| 30D | -17.6% | +3.5% | -21.2% | -19.5% |
| 3M | -28.3% | +26.7% | -55.1% | -37.5% |
| 6M | -11.2% | +36.1% | -47.3% | -26.8% |
| YTD | -36.3% | +18.6% | -54.9% | -42.1% |
| 1Y | +3.9% | +7.9% | -4.0% | +9.5% |
| All | +3.9% | +1.8% | +2.1% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling