+1,366.9%
QBTS vs DT
-12.5%
+1,379.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.6% |
| 7D | +2.6% | -5.4% | +8.0% | +6.4% |
| 30D | -22.5% | -32.2% | +9.7% | -3.0% |
| 3M | -47.4% | -10.9% | -36.4% | -44.9% |
| 6M | -55.7% | +10.0% | -65.6% | -60.1% |
| YTD | -59.3% | +2.1% | -61.4% | -62.0% |
| 1Y | -63.3% | -5.5% | -57.8% | -63.5% |
| All | +1,366.9% | -12.5% | +1,379.4% | +1,405.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling