-8.9%
JD vs FSLY
+41.0%
-49.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -4.0% | +11.8% | -15.8% | -3.8% |
| 30D | +2.7% | -36.5% | +39.2% | +2.1% |
| 3M | -13.0% | -39.7% | +26.7% | -13.5% |
| 6M | -12.7% | -9.7% | -3.0% | -12.6% |
| YTD | -0.8% | +68.9% | -69.7% | +0.4% |
| 1Y | -8.9% | +44.5% | -53.3% | -7.5% |
| All | -8.9% | +41.0% | -49.9% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling