-28.1%
FSLY vs COO
-12.9%
-15.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.9% |
| 7D | -17.9% | -2.3% | -15.6% | -16.7% |
| 30D | -34.7% | +13.3% | -48.0% | -39.8% |
| 3M | -40.0% | -18.1% | -21.9% | -33.8% |
| 6M | -11.8% | +6.7% | -18.5% | -19.8% |
| YTD | +69.5% | -23.2% | +92.8% | +91.5% |
| 1Y | +44.0% | -12.3% | +56.2% | +46.0% |
| 3Y | +5.2% | -23.6% | +28.8% | +7.6% |
| 5Y | -65.6% | -38.7% | -26.9% | -56.8% |
| All | -28.1% | -12.9% | -15.1% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling