+5.1%
JD vs FSLY
+5.6%
-0.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.1% | -3.2% |
| 7D | -3.0% | +11.2% | -14.1% | -4.5% |
| 30D | -19.3% | -18.2% | -1.2% | -17.6% |
| 3M | -6.0% | +21.9% | -27.9% | -10.0% |
| 6M | +1.8% | +4.0% | -2.2% | -5.0% |
| YTD | -2.6% | +123.1% | -125.7% | -23.1% |
| 1Y | -17.4% | +196.9% | -214.3% | -39.5% |
| 3Y | -8.6% | -1.3% | -7.3% | -25.0% |
| 5Y | -61.6% | -50.2% | -11.4% | -68.4% |
| All | +5.1% | +5.6% | -0.5% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling