-65.1%
QBTS vs DUOL
-38.2%
-26.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.0% | -25.9% | -7.5% |
| 7D | -11.8% | +19.3% | -31.1% | -17.1% |
| 30D | -33.6% | +9.6% | -43.3% | -35.7% |
| 3M | -52.5% | +17.1% | -69.5% | -55.7% |
| 6M | -50.4% | +46.3% | -96.7% | -59.3% |
| YTD | -60.3% | -8.1% | -52.2% | -60.4% |
| 1Y | -65.1% | -38.5% | -26.6% | -58.8% |
| All | -65.1% | -38.2% | -26.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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