+1,255.4%
QBTS vs USO
+103.4%
+1,152.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.3% | -10.9% | -7.1% |
| 7D | +8.7% | -1.4% | +10.2% | +8.6% |
| 30D | -26.5% | -4.6% | -21.9% | -26.7% |
| 3M | -52.6% | +14.7% | -67.3% | -51.2% |
| 6M | -56.0% | +1.2% | -57.2% | -54.6% |
| YTD | -62.4% | +111.2% | -173.6% | -66.2% |
| 1Y | -62.7% | +109.3% | -172.0% | -66.4% |
| All | +1,255.4% | +103.4% | +1,152.0% | +1,118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling