-2.9%
QBTS vs UAL
+117.7%
-120.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.1% |
| 7D | -10.5% | -3.0% | -7.4% | -9.2% |
| 30D | -20.5% | +10.5% | -31.0% | -23.6% |
| 3M | -54.3% | -13.5% | -40.8% | -51.3% |
| 6M | -55.4% | +14.2% | -69.6% | -57.5% |
| YTD | -63.4% | -2.2% | -61.2% | -63.2% |
| 1Y | -59.1% | +12.5% | -71.6% | -60.9% |
| 3Y | +1,216.8% | +186.8% | +1,030.0% | +869.4% |
| All | -2.9% | +117.7% | -120.7% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling