+1,570.1%
DELL vs FSLY
0.0%
+1,570.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.3% |
| 7D | +25.6% | +3.5% | +22.2% | +25.1% |
| 30D | +17.7% | -6.4% | +24.1% | +18.2% |
| 3M | +33.4% | +10.9% | +22.5% | +31.4% |
| 6M | +266.2% | +6.7% | +259.5% | +254.0% |
| YTD | +328.0% | +111.1% | +216.9% | +274.1% |
| 1Y | +339.6% | +185.8% | +153.8% | +264.5% |
| 3Y | +694.6% | -6.6% | +701.2% | +611.4% |
| 5Y | +1,122.0% | -52.4% | +1,174.4% | +984.2% |
| All | +1,570.1% | 0.0% | +1,570.1% | +1,022.0% |
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 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