+0.2%
QBTS vs USO
+161.7%
-161.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.3% | -10.9% | -7.4% |
| 7D | +8.7% | -1.4% | +10.2% | +8.7% |
| 30D | -26.5% | -4.6% | -21.9% | -26.5% |
| 3M | -52.6% | +14.7% | -67.3% | -52.2% |
| 6M | -56.0% | +1.2% | -57.2% | -55.4% |
| YTD | -62.4% | +111.2% | -173.6% | -66.0% |
| 1Y | -62.7% | +109.3% | -172.0% | -66.3% |
| 3Y | +1,266.7% | +103.5% | +1,163.2% | +1,126.5% |
| 5Y | +0.2% | +160.9% | -160.7% | -9.8% |
| All | +0.2% | +161.7% | -161.5% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling