+1,366.9%
QBTS vs USFD
+159.3%
+1,207.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +2.6% | -0.2% | +2.8% | +3.1% |
| 30D | -22.5% | +12.3% | -34.8% | -29.5% |
| 3M | -47.4% | -0.7% | -46.7% | -47.3% |
| 6M | -55.7% | +31.3% | -86.9% | -66.8% |
| YTD | -59.3% | +45.7% | -105.0% | -75.0% |
| 1Y | -63.3% | +52.1% | -115.4% | -78.7% |
| All | +1,366.9% | +159.3% | +1,207.6% | +509.0% |
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