+3.3%
QBTS vs UAL
+145.3%
-142.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.8% | -8.7% |
| 7D | +1.1% | +12.5% | -11.4% | -3.1% |
| 30D | -28.1% | +12.2% | -40.3% | -30.9% |
| 3M | -48.1% | -2.6% | -45.5% | -47.5% |
| 6M | -53.6% | +21.1% | -74.6% | -56.5% |
| YTD | -59.9% | +7.8% | -67.7% | -61.2% |
| 1Y | -64.3% | +25.4% | -89.7% | -67.0% |
| 3Y | +1,355.6% | +217.3% | +1,138.2% | +995.3% |
| 5Y | +6.6% | +132.9% | -126.3% | -16.8% |
| All | +3.3% | +145.3% | -142.0% | -18.8% |
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