+55.5%
NFLX vs QBTS
+61.8%
-6.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -5.3% |
| 7D | -4.2% | -2.4% | -1.8% | -4.2% |
| 30D | +5.5% | -22.5% | +27.9% | +6.2% |
| 3M | -4.1% | -40.0% | +36.0% | -2.9% |
| 6M | -20.7% | -12.3% | -8.4% | -21.1% |
| YTD | -16.5% | -36.6% | +20.1% | -16.3% |
| 1Y | -37.8% | +8.4% | -46.2% | -39.1% |
| 3Y | +77.9% | +1,380.4% | -1,302.5% | +53.1% |
| 5Y | +32.5% | +69.7% | -37.2% | +7.8% |
| All | +55.5% | +61.8% | -6.3% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling