+63.3%
QBTS vs FSLY
-78.6%
+141.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.9% |
| 7D | -2.4% | -10.6% | +8.2% | 0.0% |
| 30D | -22.5% | -20.9% | -1.6% | -19.0% |
| 3M | -40.0% | +3.4% | -43.4% | -40.7% |
| 6M | -12.3% | +2.7% | -15.1% | -17.8% |
| YTD | -36.6% | +102.3% | -138.9% | -51.8% |
| 1Y | +8.4% | +182.1% | -173.6% | -26.2% |
| 3Y | +1,380.4% | -14.6% | +1,394.9% | +1,031.4% |
| 5Y | +69.7% | -55.9% | +125.6% | +26.7% |
| All | +63.3% | -78.6% | +141.9% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling