-69.4%
NKE vs QBTS
+72.4%
-141.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.6% | -7.4% | -0.9% |
| 7D | -0.1% | +6.8% | -6.9% | -0.1% |
| 30D | -7.7% | -14.9% | +7.2% | -7.5% |
| 3M | -10.9% | -31.6% | +20.7% | -10.6% |
| 6M | -31.9% | -4.9% | -26.9% | -32.1% |
| YTD | -38.6% | -32.4% | -6.2% | -38.7% |
| 1Y | -46.9% | +14.6% | -61.5% | -47.4% |
| 3Y | -58.2% | +1,839.6% | -1,897.8% | -60.0% |
| 5Y | -74.0% | +81.2% | -155.2% | -76.8% |
| All | -69.4% | +72.4% | -141.8% | -71.7% |
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