+63.3%
QBTS vs VLO
+645.1%
-581.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | +5.2% | -7.6% | -2.9% |
| 30D | -22.5% | +22.6% | -45.1% | -24.0% |
| 3M | -40.0% | +43.8% | -83.8% | -42.1% |
| 6M | -12.3% | +65.7% | -78.1% | -17.7% |
| YTD | -36.6% | +131.1% | -167.7% | -43.4% |
| 1Y | +8.4% | +143.6% | -135.2% | -3.6% |
| 3Y | +1,380.4% | +201.4% | +1,179.0% | +1,156.3% |
| 5Y | +69.7% | +568.9% | -499.2% | +41.7% |
| All | +63.3% | +645.1% | -581.8% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling