-65.1%
QBTS vs USFD
+49.6%
-114.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.4% | -1.1% |
| 7D | -11.8% | +7.8% | -19.7% | -12.9% |
| 30D | -33.6% | +16.2% | -49.8% | -35.4% |
| 3M | -52.5% | +11.0% | -63.4% | -53.3% |
| 6M | -50.4% | +20.7% | -71.1% | -52.3% |
| YTD | -60.3% | +46.0% | -106.3% | -71.2% |
| 1Y | -65.1% | +49.8% | -114.9% | -75.4% |
| All | -65.1% | +49.6% | -114.7% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling