-21.4%
DOW vs FSLY
+6.5%
-27.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.3% | -2.9% | +3.0% |
| 7D | -0.5% | -17.9% | +17.5% | +0.4% |
| 30D | +15.7% | -34.7% | +50.4% | +18.0% |
| 3M | +5.3% | -40.0% | +45.3% | +7.5% |
| 6M | -14.2% | -11.8% | -2.4% | -15.0% |
| YTD | +43.9% | +69.5% | -25.6% | +31.7% |
| 1Y | +53.1% | +44.0% | +9.1% | +42.7% |
| All | -21.4% | +6.5% | -27.9% | -34.8% |
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 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