+65.5%
QBTS vs DVA
+62.6%
+3.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.3% | -1.3% | +2.7% | +1.5% |
| 30D | -19.0% | 0.0% | -19.0% | -19.1% |
| 3M | -29.5% | -10.9% | -18.5% | -28.7% |
| 6M | -11.2% | +17.3% | -28.4% | -14.9% |
| YTD | -35.8% | +59.8% | -95.6% | -43.2% |
| 1Y | +1.7% | +36.3% | -34.6% | -6.9% |
| 3Y | +1,470.1% | +88.6% | +1,381.5% | +1,238.6% |
| 5Y | +72.3% | +47.5% | +24.8% | +46.8% |
| All | +65.5% | +62.6% | +3.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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