+69.1%
UNP vs QBTS
-6.7%
+75.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | -0.6% |
| 7D | +4.2% | -10.5% | +14.7% | +4.2% |
| 30D | +5.6% | -20.5% | +26.1% | +5.6% |
| 3M | +2.0% | -54.3% | +56.3% | +2.2% |
| 6M | +15.4% | -55.4% | +70.8% | +15.5% |
| YTD | +32.7% | -63.4% | +96.2% | +32.8% |
| 1Y | +39.4% | -59.1% | +98.6% | +39.4% |
| 3Y | +54.3% | +1,216.8% | -1,162.5% | +50.8% |
| 5Y | +39.6% | -2.6% | +42.3% | +28.1% |
| All | +69.1% | -6.7% | +75.8% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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