+81.2%
QBTS vs VLO
+577.3%
-496.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.3% | +3.3% | +6.2% |
| 7D | +6.8% | +5.8% | +1.1% | +6.2% |
| 30D | -14.9% | +28.3% | -43.2% | -17.2% |
| 3M | -31.6% | +48.7% | -80.3% | -34.6% |
| 6M | -4.9% | +71.9% | -76.9% | -12.0% |
| YTD | -32.4% | +138.7% | -171.1% | -40.9% |
| 1Y | +14.6% | +148.5% | -133.9% | -0.2% |
| 3Y | +1,839.6% | +192.7% | +1,647.0% | +1,505.3% |
| 5Y | +81.2% | +601.6% | -520.4% | +47.3% |
| All | +81.2% | +577.3% | -496.0% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling