-18.6%
DIS vs FSLY
-4.2%
-14.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | -2.6% | -10.6% | +8.1% | -1.8% |
| 30D | +3.5% | -20.9% | +24.4% | +4.8% |
| 3M | +6.8% | +3.4% | +3.4% | +5.6% |
| 6M | +3.0% | +2.7% | +0.2% | -0.7% |
| YTD | -6.7% | +102.3% | -109.0% | -17.2% |
| 1Y | -10.1% | +182.1% | -192.1% | -23.9% |
| 3Y | +33.0% | -14.6% | +47.6% | +21.0% |
| 5Y | -40.0% | -55.9% | +15.9% | -47.1% |
| All | -18.6% | -4.2% | -14.4% | -43.8% |
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