+175.0%
NOK vs QBTS
+61.8%
+113.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.7% |
| 7D | -1.8% | -2.4% | +0.7% | -1.7% |
| 30D | +4.7% | -22.5% | +27.2% | +5.4% |
| 3M | -39.7% | -40.0% | +0.4% | -38.9% |
| 6M | +23.1% | -12.3% | +35.4% | +23.3% |
| YTD | +55.0% | -36.6% | +91.6% | +55.9% |
| 1Y | +118.0% | +8.4% | +109.6% | +116.4% |
| 3Y | +170.5% | +1,380.4% | -1,209.9% | +153.7% |
| 5Y | +84.9% | +69.7% | +15.2% | +59.2% |
| All | +175.0% | +61.8% | +113.3% | +160.8% |
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