-3.1%
QBTS vs XOP
+231.3%
-234.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.6% | -9.3% | -8.0% |
| 7D | +8.7% | +5.2% | +3.6% | +7.5% |
| 30D | -26.5% | -8.4% | -18.1% | -25.2% |
| 3M | -52.6% | +2.9% | -55.5% | -53.1% |
| 6M | -56.0% | +8.8% | -64.8% | -57.4% |
| YTD | -62.4% | +46.9% | -109.3% | -67.1% |
| 1Y | -62.7% | +41.5% | -104.2% | -67.0% |
| 3Y | +1,266.7% | +43.1% | +1,223.5% | +1,089.0% |
| 5Y | +0.2% | +92.2% | -92.0% | -12.4% |
| All | -3.1% | +231.3% | -234.3% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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