-5.3%
FSLY vs COO
-12.2%
+6.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.2% | +11.9% | +9.6% |
| 7D | +11.2% | -9.0% | +20.1% | +17.4% |
| 30D | -18.2% | -16.8% | -1.3% | -8.7% |
| 3M | +21.9% | -7.5% | +29.4% | +26.6% |
| 6M | +4.0% | -16.3% | +20.3% | +13.6% |
| YTD | +123.1% | -22.5% | +145.6% | +156.0% |
| 1Y | +196.9% | -7.0% | +203.9% | +193.2% |
| 3Y | -1.3% | -27.5% | +26.2% | +8.5% |
| 5Y | -50.2% | -43.3% | -6.9% | -33.3% |
| All | -5.3% | -12.2% | +6.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded COO 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling