-2.4%
QBTS vs DUOL
+16.9%
-19.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.0% | -7.9% | -4.2% |
| 7D | -10.5% | +3.0% | -13.5% | -11.3% |
| 30D | -20.5% | +18.3% | -38.8% | -24.6% |
| 3M | -54.3% | +14.7% | -69.0% | -56.7% |
| 6M | -55.4% | +57.5% | -112.9% | -61.8% |
| YTD | -63.4% | -5.8% | -57.6% | -64.4% |
| 1Y | -59.1% | -11.4% | -47.7% | -59.4% |
| 3Y | +1,216.8% | -22.5% | +1,239.3% | +1,259.4% |
| 5Y | -2.6% | +6.6% | -9.3% | -3.2% |
| All | -2.4% | +16.9% | -19.4% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling