-65.1%
QBTS vs FSLR
-24.3%
-40.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -2.8% |
| 7D | -11.8% | +10.3% | -22.1% | -17.3% |
| 30D | -33.6% | +10.4% | -44.0% | -37.7% |
| 3M | -52.5% | -20.2% | -32.3% | -45.5% |
| 6M | -50.4% | -8.0% | -42.4% | -45.9% |
| YTD | -60.3% | -25.5% | -34.8% | -53.0% |
| 1Y | -65.1% | -26.0% | -39.1% | -57.2% |
| All | -65.1% | -24.3% | -40.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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