+1,329.3%
QBTS vs USFD
+156.9%
+1,172.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | -2.4% | -3.0% | +0.6% | -0.1% |
| 30D | -22.5% | +3.5% | -26.0% | -25.2% |
| 3M | -40.0% | +26.6% | -66.6% | -53.1% |
| 6M | -12.3% | +11.7% | -24.0% | -23.1% |
| YTD | -36.6% | +38.1% | -74.7% | -58.4% |
| 1Y | +8.4% | +33.4% | -24.9% | -25.3% |
| All | +1,329.3% | +156.9% | +1,172.4% | +466.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling