+59.8%
UNP vs QBTS
+62.5%
-2.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.4% |
| 7D | -1.2% | -1.0% | -0.2% | -1.2% |
| 30D | -2.0% | -17.6% | +15.7% | -1.9% |
| 3M | +7.5% | -28.3% | +35.9% | +7.6% |
| 6M | +15.3% | -11.2% | +26.5% | +15.2% |
| YTD | +25.4% | -36.3% | +61.7% | +25.4% |
| 1Y | +35.6% | +3.9% | +31.7% | +35.0% |
| 3Y | +44.1% | +1,728.8% | -1,684.6% | +40.6% |
| 5Y | +54.0% | +70.9% | -16.9% | +41.0% |
| All | +59.8% | +62.5% | -2.8% | +49.2% |
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