+1,255.4%
QBTS vs UAL
+194.5%
+1,060.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.0% | -1.6% | -4.1% |
| 7D | +8.7% | +0.7% | +8.0% | +8.7% |
| 30D | -26.5% | +7.8% | -34.2% | -29.3% |
| 3M | -52.6% | -11.1% | -41.5% | -49.2% |
| 6M | -56.0% | +16.1% | -72.1% | -59.3% |
| YTD | -62.4% | -0.5% | -61.9% | -62.7% |
| 1Y | -62.7% | +11.3% | -74.0% | -65.0% |
| All | +1,255.4% | +194.5% | +1,060.9% | +572.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling