-56.4%
QBTS vs FSLR
-18.2%
-38.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.5% | -3.1% | -4.2% |
| 7D | +1.1% | -2.6% | +3.7% | +3.0% |
| 30D | -28.1% | +1.8% | -29.8% | -29.3% |
| 3M | -48.1% | -24.4% | -23.7% | -34.1% |
| All | -56.4% | -18.2% | -38.2% | -48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling