+8.5%
QBTS vs USFD
+188.3%
-179.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.2% | +18.2% | +18.1% |
| 7D | +0.3% | +3.0% | -2.7% | -1.3% |
| 30D | -29.8% | +11.1% | -40.9% | -33.5% |
| 3M | -45.0% | -0.3% | -44.7% | -45.1% |
| 6M | -55.2% | +15.9% | -71.1% | -59.3% |
| YTD | -59.2% | +41.6% | -100.8% | -67.5% |
| 1Y | -62.4% | +49.4% | -111.8% | -70.9% |
| 3Y | +1,264.0% | +157.8% | +1,106.1% | +812.2% |
| All | +8.5% | +188.3% | -179.8% | -26.5% |
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