-34.5%
DOW vs FSLY
-5.7%
-28.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -3.9% | +0.2% |
| 7D | -2.9% | +3.5% | -6.4% | -3.2% |
| 30D | +2.0% | -6.4% | +8.4% | +2.1% |
| 3M | -12.5% | +10.9% | -23.4% | -13.7% |
| 6M | -9.2% | +6.7% | -15.9% | -11.9% |
| YTD | +30.8% | +111.1% | -80.3% | +18.3% |
| 1Y | +29.4% | +185.8% | -156.4% | +10.6% |
| All | -34.5% | -5.7% | -28.8% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling