+64.1%
QBTS vs USO
+394.5%
-330.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.6% | -8.3% | -2.5% |
| 7D | -1.0% | +11.5% | -12.4% | -0.5% |
| 30D | -17.6% | +24.1% | -41.8% | -16.9% |
| 3M | -28.3% | +17.9% | -46.3% | -27.5% |
| 6M | -11.2% | +49.6% | -60.8% | -13.1% |
| YTD | -36.3% | +129.0% | -165.3% | -41.3% |
| 1Y | +3.9% | +112.0% | -108.1% | -3.4% |
| 3Y | +1,728.8% | +102.3% | +1,626.5% | +1,588.2% |
| 5Y | +70.9% | +224.5% | -153.7% | +57.3% |
| All | +64.1% | +394.5% | -330.3% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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