+1,511.0%
QBTS vs FSLR
+38.0%
+1,473.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.7% | +12.1% | +9.5% |
| 7D | +13.7% | +5.3% | +8.4% | +11.0% |
| 30D | -21.3% | +7.8% | -29.0% | -23.9% |
| 3M | -44.7% | -23.4% | -21.4% | -38.4% |
| 6M | -49.2% | -12.9% | -36.3% | -45.5% |
| YTD | -56.1% | -26.7% | -29.5% | -50.8% |
| 1Y | -61.1% | -28.4% | -32.7% | -55.7% |
| 3Y | +1,511.0% | +44.6% | +1,466.4% | +975.0% |
| All | +1,511.0% | +38.0% | +1,473.0% | +975.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling