+63.3%
QBTS vs DVA
+64.7%
-1.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -2.4% | +1.8% | -4.2% | -2.7% |
| 30D | -22.5% | -2.5% | -20.0% | -22.2% |
| 3M | -40.0% | -4.3% | -35.8% | -40.1% |
| 6M | -12.3% | +18.9% | -31.2% | -16.2% |
| YTD | -36.6% | +61.9% | -98.5% | -44.0% |
| 1Y | +8.4% | +35.7% | -27.3% | -0.4% |
| 3Y | +1,380.4% | +78.6% | +1,301.7% | +1,164.5% |
| 5Y | +69.7% | +39.2% | +30.5% | +44.0% |
| All | +63.3% | +64.7% | -1.4% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling