-63.3%
QBTS vs FSLY
+43.8%
-107.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +0.5% |
| 7D | +2.6% | -17.9% | +20.5% | +6.0% |
| 30D | -22.5% | -34.7% | +12.2% | -16.9% |
| 3M | -47.4% | -40.0% | -7.3% | -43.5% |
| 6M | -55.7% | -11.8% | -43.8% | -54.8% |
| YTD | -59.3% | +69.5% | -128.8% | -60.1% |
| 1Y | -63.3% | +44.0% | -107.2% | -58.5% |
| All | -63.3% | +43.8% | -107.1% | -58.5% |
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