+68.7%
QBTS vs FSLY
-76.3%
+145.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.7% | -8.8% | -4.3% |
| 7D | +3.8% | +11.2% | -7.3% | +1.4% |
| 30D | -15.2% | -18.2% | +3.0% | -11.6% |
| 3M | -27.2% | +21.9% | -49.1% | -30.8% |
| 6M | -10.1% | +4.0% | -14.1% | -15.9% |
| YTD | -34.5% | +123.1% | -157.6% | -51.3% |
| 1Y | +6.0% | +196.9% | -190.9% | -28.6% |
| 3Y | +1,779.3% | -1.3% | +1,780.5% | +1,299.1% |
| 5Y | +75.4% | -50.2% | +125.6% | +28.1% |
| All | +68.7% | -76.3% | +145.0% | +25.1% |
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