-4.3%
FSLY vs COO
-25.3%
+21.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.3% |
| 7D | -31.4% | +4.7% | -36.1% | -31.9% |
| 30D | -37.3% | +13.9% | -51.2% | -38.7% |
| 3M | -30.1% | -14.9% | -15.2% | -27.8% |
| 6M | -49.8% | +2.0% | -51.8% | -50.5% |
| YTD | +55.7% | -23.9% | +79.6% | +67.5% |
| 1Y | +44.5% | -9.6% | +54.1% | +45.0% |
| 3Y | -4.3% | -25.4% | +21.1% | -5.0% |
| All | -4.3% | -25.3% | +21.0% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling