+8.3%
DIS vs FSLY
+161.0%
-152.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +9.1% | -22.2% | +31.3% | +8.4% |
| 30D | +14.8% | -19.1% | +33.9% | +14.3% |
| 3M | +21.2% | -15.7% | +36.8% | +21.0% |
| 6M | +18.3% | -23.5% | +41.8% | +18.2% |
| YTD | +5.4% | +106.6% | -101.3% | +11.5% |
| 1Y | +8.3% | +164.3% | -156.0% | +13.9% |
| All | +8.3% | +161.0% | -152.7% | +13.9% |
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