-12.7%
JD vs FSLY
+187.7%
-200.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.4% | -2.0% |
| 7D | -0.8% | +3.5% | -4.3% | -0.8% |
| 30D | -16.0% | -6.4% | -9.6% | -16.1% |
| 3M | -3.2% | +10.9% | -14.1% | -3.2% |
| 6M | +6.1% | +6.7% | -0.6% | +6.0% |
| YTD | -0.1% | +111.1% | -111.2% | -0.1% |
| 1Y | -12.7% | +185.8% | -198.5% | -14.4% |
| All | -12.7% | +187.7% | -200.4% | -14.4% |
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