-3.1%
QBTS vs FSLY
-82.1%
+79.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.5% |
| 7D | +8.7% | +11.8% | -3.0% | +6.1% |
| 30D | -26.5% | -36.5% | +10.1% | -19.0% |
| 3M | -52.6% | -39.7% | -12.8% | -47.8% |
| 6M | -56.0% | -9.7% | -46.3% | -56.0% |
| YTD | -62.4% | +68.9% | -131.2% | -70.6% |
| 1Y | -62.7% | +44.5% | -107.2% | -69.6% |
| 3Y | +1,266.7% | +4.8% | +1,261.8% | +936.4% |
| 5Y | +0.2% | -66.0% | +66.2% | -23.1% |
| All | -3.1% | -82.1% | +79.0% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling