-57.1%
JD vs FSLY
-68.3%
+11.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.4% | +1.3% |
| 7D | +13.4% | -31.4% | +44.8% | +17.6% |
| 30D | +7.7% | -37.3% | +45.0% | +12.3% |
| 3M | -11.3% | -30.1% | +18.8% | -10.0% |
| 6M | -5.1% | -49.8% | +44.6% | -1.6% |
| YTD | +5.0% | +55.7% | -50.7% | -14.3% |
| 1Y | -5.6% | +44.5% | -50.1% | -22.3% |
| 3Y | +17.8% | -4.3% | +22.1% | -7.0% |
| All | -57.1% | -68.3% | +11.2% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling