+4.9%
QBTS vs UAL
+140.8%
-135.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | +2.6% | +2.3% | +0.3% | +2.1% |
| 30D | -22.5% | +13.3% | -35.8% | -25.8% |
| 3M | -47.4% | -6.3% | -41.1% | -46.0% |
| 6M | -55.7% | +22.5% | -78.2% | -58.6% |
| YTD | -59.3% | +5.9% | -65.1% | -60.3% |
| 1Y | -63.3% | +24.7% | -87.9% | -65.9% |
| 3Y | +1,379.2% | +211.6% | +1,167.6% | +1,020.5% |
| 5Y | +8.3% | +130.6% | -122.2% | -14.9% |
| All | +4.9% | +140.8% | -135.9% | -16.9% |
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