+65.5%
QBTS vs NLY
+41.3%
+24.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +1.3% | -4.0% | +5.3% | +3.4% |
| 30D | -19.0% | -5.2% | -13.8% | -16.8% |
| 3M | -29.5% | +2.8% | -32.3% | -30.5% |
| 6M | -11.2% | +4.2% | -15.4% | -12.7% |
| YTD | -35.8% | +4.7% | -40.4% | -36.9% |
| 1Y | +1.7% | +12.7% | -11.1% | -3.6% |
| 3Y | +1,470.1% | +62.5% | +1,407.5% | +1,170.3% |
| 5Y | +72.3% | +26.3% | +46.0% | +46.3% |
| All | +65.5% | +41.3% | +24.3% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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