+25.6%
EOG vs FSLY
-0.4%
+26.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.5% | +1.0% |
| 7D | -1.3% | +11.2% | -12.5% | -1.6% |
| 30D | +3.4% | -18.2% | +21.5% | +3.8% |
| 3M | +7.8% | +21.9% | -14.1% | +7.0% |
| 6M | +13.4% | +4.0% | +9.3% | +12.2% |
| YTD | +43.5% | +123.1% | -79.6% | +38.7% |
| 1Y | +29.7% | +196.9% | -167.2% | +23.2% |
| All | +25.6% | -0.4% | +26.0% | +19.0% |
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