+65.5%
QBTS vs DTE
+52.4%
+13.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.8% |
| 7D | +1.3% | -2.6% | +3.9% | +1.2% |
| 30D | -19.0% | -4.4% | -14.6% | -19.2% |
| 3M | -29.5% | -8.3% | -21.1% | -29.8% |
| 6M | -11.2% | -8.1% | -3.1% | -11.6% |
| YTD | -35.8% | +4.4% | -40.2% | -36.1% |
| 1Y | +1.7% | +0.2% | +1.5% | +1.2% |
| 3Y | +1,470.1% | +42.6% | +1,427.5% | +1,491.6% |
| 5Y | +72.3% | +31.5% | +40.8% | +71.5% |
| All | +65.5% | +52.4% | +13.1% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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