-2.9%
QBTS vs USFD
+215.4%
-218.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -10.5% | +1.7% | -12.2% | -11.1% |
| 30D | -20.5% | +10.2% | -30.7% | -24.3% |
| 3M | -54.3% | -1.5% | -52.8% | -54.1% |
| 6M | -55.4% | +27.3% | -82.8% | -61.5% |
| YTD | -63.4% | +44.0% | -107.4% | -71.1% |
| 1Y | -59.1% | +50.4% | -109.5% | -68.5% |
| 3Y | +1,216.8% | +153.6% | +1,063.2% | +780.3% |
| All | -2.9% | +215.4% | -218.4% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling