-12.6%
DOW vs FSLY
-4.2%
-8.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.8% |
| 7D | -2.4% | -10.6% | +8.2% | -1.6% |
| 30D | +0.4% | -20.9% | +21.3% | +1.7% |
| 3M | -14.4% | +3.4% | -17.8% | -15.3% |
| 6M | -7.0% | +2.7% | -9.7% | -9.8% |
| YTD | +30.2% | +102.3% | -72.1% | +16.8% |
| 1Y | +29.2% | +182.1% | -152.8% | +10.9% |
| 3Y | -36.7% | -14.6% | -22.1% | -42.4% |
| 5Y | -37.7% | -55.9% | +18.2% | -43.5% |
| All | -12.6% | -4.2% | -8.3% | -45.9% |
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