-65.1%
QBTS vs FSLY
+161.0%
-226.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -11.8% | -22.2% | +10.4% | -8.9% |
| 30D | -33.6% | -19.1% | -14.5% | -31.8% |
| 3M | -52.5% | -15.7% | -36.8% | -51.7% |
| 6M | -50.4% | -23.5% | -26.9% | -49.7% |
| YTD | -60.3% | +106.6% | -166.9% | -61.8% |
| 1Y | -65.1% | +164.3% | -229.4% | -65.9% |
| All | -65.1% | +161.0% | -226.1% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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