+64.1%
QBTS vs XOP
+252.2%
-188.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -1.0% | +1.6% | -2.6% | -1.3% |
| 30D | -17.6% | +9.6% | -27.2% | -19.4% |
| 3M | -28.3% | +16.9% | -45.3% | -31.4% |
| 6M | -11.2% | +24.0% | -35.2% | -17.4% |
| YTD | -36.3% | +56.2% | -92.5% | -44.8% |
| 1Y | +3.9% | +51.8% | -47.9% | -9.2% |
| 3Y | +1,728.8% | +37.0% | +1,691.8% | +1,501.5% |
| 5Y | +70.9% | +163.4% | -92.5% | +48.0% |
| All | +64.1% | +252.2% | -188.1% | +46.2% |
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