+63.3%
QBTS vs NSC
+57.6%
+5.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -2.4% | -5.5% | +3.1% | -0.7% |
| 30D | -22.5% | -3.2% | -19.3% | -21.8% |
| 3M | -40.0% | +7.7% | -47.7% | -41.9% |
| 6M | -12.3% | +4.5% | -16.8% | -14.6% |
| YTD | -36.6% | +15.6% | -52.2% | -40.8% |
| 1Y | +8.4% | +19.8% | -11.4% | -0.4% |
| 3Y | +1,380.4% | +70.1% | +1,310.3% | +1,097.5% |
| 5Y | +69.7% | +46.1% | +23.6% | +41.0% |
| All | +63.3% | +57.6% | +5.7% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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