The covariance matrix should be the result of x $*x^T$ which is $\left[\begin{array}{cccc}1& 0& -1& ?\\ -1& 1& 0& ?\\ ?& ?& ?& ?\\ ?& ?& ?& ?\end{array}\right]\left[\begin{array}{cccc}1& -1& ?& ?\\ 0& 1& ?& ?\\ -1& 0& ?& ?\\ ?& ?& ?& ?\end{array}\right]=\left[\begin{array}{cccc}2& -1& ?& ?\\ -1& 2& ?& ?\\ ?& ?& ?& ?\\ ?& ?& ?& ?\end{array}\right]=\left[\begin{array}{cccc}{x}_1& x_2& ?& ?\\ x_3& x_4& ?& ?\\ ?& ?& ?& ?\\ ?& ?& ?& ?\end{array}\right]$