+8.5%
QBTS vs UAL
+109.3%
-100.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +2.0% | +16.0% | +17.1% |
| 7D | +0.3% | +8.2% | -7.9% | -3.0% |
| 30D | -29.8% | +2.3% | -32.2% | -30.3% |
| 3M | -45.0% | -12.7% | -32.3% | -41.7% |
| 6M | -55.2% | +12.7% | -67.9% | -57.2% |
| YTD | -59.2% | +0.8% | -60.0% | -59.5% |
| 1Y | -62.4% | +17.8% | -80.2% | -64.7% |
| 3Y | +1,264.0% | +206.7% | +1,057.3% | +885.1% |
| All | +8.5% | +109.3% | -100.7% | -17.3% |
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