+1,500.0%
QBTS vs USO
+90.0%
+1,410.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -2.7% |
| 7D | +3.8% | +6.2% | -2.4% | +4.8% |
| 30D | -15.2% | +19.1% | -34.3% | -12.8% |
| 3M | -27.2% | +14.2% | -41.4% | -24.7% |
| 6M | -10.1% | +43.7% | -53.8% | -10.4% |
| YTD | -34.5% | +116.8% | -151.4% | -40.4% |
| 1Y | +6.0% | +104.3% | -98.3% | -2.2% |
| All | +1,500.0% | +90.0% | +1,410.0% | +1,345.7% |
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