+678.3%
DELL vs FSLY
-0.4%
+678.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.4% |
| 7D | +8.7% | +11.2% | -2.4% | +7.4% |
| 30D | +16.9% | -18.2% | +35.1% | +19.4% |
| 3M | +40.4% | +21.9% | +18.5% | +37.1% |
| 6M | +267.1% | +4.0% | +263.0% | +257.5% |
| YTD | +329.1% | +123.1% | +206.0% | +287.7% |
| 1Y | +346.9% | +196.9% | +150.1% | +279.8% |
| All | +678.3% | -0.4% | +678.7% | +608.6% |
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