+63.3%
QBTS vs DT
+33.2%
+30.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | -2.4% | -3.3% | +0.9% | -1.1% |
| 30D | -22.5% | +2.0% | -24.5% | -23.3% |
| 3M | -40.0% | +20.0% | -60.0% | -44.4% |
| 6M | -12.3% | +39.3% | -51.6% | -24.2% |
| YTD | -36.6% | +19.8% | -56.3% | -42.0% |
| 1Y | +8.4% | +4.3% | +4.2% | +4.6% |
| 3Y | +1,380.4% | +7.7% | +1,372.7% | +1,329.6% |
| 5Y | +69.7% | -26.8% | +96.5% | +66.4% |
| All | +63.3% | +33.2% | +30.1% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling