-9.7%
DIS vs FSLY
-26.3%
+16.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.6% |
| 7D | +5.2% | -31.4% | +36.7% | +7.7% |
| 30D | +11.5% | -37.3% | +48.8% | +14.5% |
| 3M | +11.5% | -30.1% | +41.6% | +12.7% |
| 6M | +8.9% | -49.8% | +58.7% | +11.4% |
| YTD | +3.4% | +55.7% | -52.3% | -7.5% |
| 1Y | +7.2% | +44.5% | -37.3% | -3.5% |
| 3Y | +43.3% | -4.3% | +47.7% | +26.5% |
| 5Y | -31.4% | -68.2% | +36.7% | -38.6% |
| All | -9.7% | -26.3% | +16.5% | -37.2% |
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