+56.8%
DOW vs FSLY
+41.0%
+15.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +3.7% | +11.8% | -8.1% | +3.6% |
| 30D | +16.3% | -36.5% | +52.8% | +16.2% |
| 3M | +9.7% | -39.7% | +49.4% | +9.8% |
| 6M | -14.1% | -9.7% | -4.4% | -14.0% |
| YTD | +46.6% | +68.9% | -22.3% | +55.2% |
| 1Y | +56.8% | +44.5% | +12.4% | +69.3% |
| All | +56.8% | +41.0% | +15.8% | +69.3% |
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