-60.9%
QBTS vs USFD
+49.7%
-110.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.1% | +4.3% | +6.9% |
| 7D | +13.7% | +3.9% | +9.8% | +13.2% |
| 30D | -21.3% | +12.8% | -34.1% | -22.5% |
| 3M | -44.7% | +1.0% | -45.7% | -44.7% |
| 6M | -49.2% | +30.3% | -79.4% | -52.5% |
| YTD | -56.1% | +46.0% | -102.1% | -67.2% |
| All | -60.9% | +49.7% | -110.7% | -72.2% |
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