+159.9%
DELL vs FSLY
+41.1%
+118.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.3% | -3.9% | -6.7% |
| 7D | +4.9% | +4.9% | 0.0% | +4.3% |
| 30D | -32.1% | -33.5% | +1.4% | -28.5% |
| 3M | -30.2% | -44.6% | +14.4% | -25.9% |
| 6M | +41.7% | -9.2% | +50.9% | +45.9% |
| YTD | +176.6% | +63.3% | +113.3% | +213.4% |
| 1Y | +159.9% | +45.3% | +114.7% | +202.0% |
| All | +159.9% | +41.1% | +118.9% | +202.0% |
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