+51.0%
NFLX vs QBTS
+62.5%
-11.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | -8.1% | -1.0% | -7.1% | -8.0% |
| 30D | +1.6% | -17.6% | +19.3% | +2.1% |
| 3M | -7.3% | -28.3% | +21.0% | -6.7% |
| 6M | -21.6% | -11.2% | -10.4% | -22.0% |
| YTD | -18.9% | -36.3% | +17.4% | -18.7% |
| 1Y | -39.1% | +3.9% | -42.9% | -40.3% |
| 3Y | +71.7% | +1,728.8% | -1,657.1% | +47.0% |
| 5Y | +27.0% | +70.9% | -43.9% | +3.3% |
| All | +51.0% | +62.5% | -11.5% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling