+319.1%
DELL vs FSLY
+181.7%
+137.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.7% |
| 7D | +14.9% | -10.6% | +25.5% | +15.8% |
| 30D | +13.3% | -20.9% | +34.2% | +15.0% |
| 3M | +24.4% | +3.4% | +21.0% | +24.5% |
| 6M | +258.0% | +2.7% | +255.3% | +263.5% |
| YTD | +320.2% | +102.3% | +217.9% | +350.9% |
| 1Y | +319.1% | +182.1% | +137.0% | +352.7% |
| All | +319.1% | +181.7% | +137.4% | +352.7% |
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 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