+117.4%
COIN vs FSLY
+1.6%
+115.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.5% |
| 7D | -5.1% | +12.5% | -17.6% | -6.5% |
| 30D | +17.6% | -18.8% | +36.4% | +20.2% |
| 3M | +9.2% | +22.7% | -13.4% | +5.4% |
| 6M | -11.8% | -3.7% | -8.1% | -15.4% |
| YTD | -22.5% | +127.5% | -150.0% | -36.2% |
| 1Y | -45.9% | +193.5% | -239.4% | -58.8% |
| 3Y | +117.4% | -1.3% | +118.7% | +75.7% |
| All | +117.4% | +1.6% | +115.8% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling