-5.8%
QBTS vs VLO
+663.5%
-669.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | -10.5% | +9.6% | -20.1% | -11.2% |
| 30D | -20.5% | -17.4% | -3.1% | -19.4% |
| 3M | -54.3% | +10.8% | -65.0% | -54.9% |
| 6M | -55.4% | +56.9% | -112.4% | -57.7% |
| YTD | -63.4% | +136.8% | -200.2% | -67.6% |
| 1Y | -59.1% | +120.7% | -179.8% | -63.4% |
| 3Y | +1,216.8% | +231.9% | +984.9% | +1,001.1% |
| 5Y | -2.6% | +479.0% | -481.7% | -19.1% |
| All | -5.8% | +663.5% | -669.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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