-55.6%
FSLY vs COO
-38.8%
-16.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.5% |
| 7D | -10.6% | -2.2% | -8.4% | -9.2% |
| 30D | -20.9% | -7.0% | -13.9% | -16.8% |
| 3M | +3.4% | +12.2% | -8.8% | -6.1% |
| 6M | +2.7% | -15.1% | +17.9% | +13.3% |
| YTD | +102.3% | -15.1% | +117.4% | +122.1% |
| 1Y | +182.1% | +2.3% | +179.7% | +161.7% |
| 3Y | -14.6% | -23.7% | +9.1% | -8.6% |
| All | -55.6% | -38.8% | -16.8% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling