-39.3%
NFLX vs QBTS
-66.5%
+27.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +7.1% | -11.8% | +18.9% | +7.3% |
| 30D | -1.6% | -33.6% | +32.0% | -1.0% |
| 3M | -9.8% | -52.5% | +42.7% | -8.6% |
| 6M | -27.1% | -50.4% | +23.3% | -26.4% |
| YTD | -29.2% | -60.3% | +31.1% | -30.0% |
| 1Y | -39.3% | -65.1% | +25.8% | -40.0% |
| All | -39.3% | -66.5% | +27.3% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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