+50.0%
UNP vs QBTS
+81.8%
-31.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.0% | -0.4% |
| 7D | -0.7% | +6.8% | -7.6% | -0.8% |
| 30D | -1.1% | -14.9% | +13.7% | -1.1% |
| 3M | +7.9% | -31.6% | +39.5% | +8.0% |
| 6M | +14.6% | -4.9% | +19.6% | +14.4% |
| YTD | +26.6% | -32.4% | +59.0% | +26.6% |
| 1Y | +35.6% | +14.6% | +21.0% | +34.9% |
| 3Y | +45.5% | +1,839.6% | -1,794.1% | +42.0% |
| 5Y | +50.0% | +81.2% | -31.2% | +34.9% |
| All | +50.0% | +81.8% | -31.8% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling