+68.7%
QBTS vs NRG
+297.8%
-229.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -1.7% |
| 7D | +3.8% | +3.9% | 0.0% | +2.2% |
| 30D | -15.2% | -3.0% | -12.2% | -14.4% |
| 3M | -27.2% | -10.9% | -16.3% | -25.2% |
| 6M | -10.1% | -25.3% | +15.2% | -1.3% |
| YTD | -34.5% | -26.8% | -7.7% | -27.8% |
| 1Y | +6.0% | -23.3% | +29.3% | +16.7% |
| 3Y | +1,779.3% | +208.6% | +1,570.6% | +1,473.6% |
| 5Y | +75.4% | +194.1% | -118.7% | +46.1% |
| All | +68.7% | +297.8% | -229.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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