-55.7%
QBTS vs FSLY
-15.7%
-40.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | -0.6% |
| 7D | +2.6% | -17.9% | +20.5% | +8.9% |
| 30D | -22.5% | -34.7% | +12.2% | -11.7% |
| 3M | -47.4% | -40.0% | -7.3% | -40.2% |
| 6M | -55.7% | -11.8% | -43.8% | -56.3% |
| All | -55.7% | -15.7% | -40.0% | -56.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling