+74.1%
QBTS vs UAL
+120.2%
-46.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.8% | +9.4% | +7.6% |
| 7D | +6.8% | +3.4% | +3.4% | +5.4% |
| 30D | -14.9% | -16.5% | +1.6% | -9.2% |
| 3M | -31.6% | +2.8% | -34.4% | -32.1% |
| 6M | -4.9% | +17.6% | -22.5% | -10.3% |
| YTD | -32.4% | -3.2% | -29.2% | -32.1% |
| 1Y | +14.6% | +0.4% | +14.2% | +14.3% |
| 3Y | +1,839.6% | +128.2% | +1,711.5% | +1,448.0% |
| 5Y | +81.2% | +137.7% | -56.5% | +46.5% |
| All | +74.1% | +120.2% | -46.1% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling