-48.1%
QBTS vs FSLY
-27.7%
-20.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.6% | -10.3% | -9.2% |
| 7D | +1.1% | -22.9% | +24.0% | +10.0% |
| 30D | -28.1% | -44.6% | +16.5% | -13.9% |
| 3M | -48.1% | -41.5% | -6.6% | -38.5% |
| All | -48.1% | -27.7% | -20.4% | -38.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling