-59.4%
NKE vs FSLY
-0.4%
-59.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.5% | +7.5% | -13.1% | -5.8% |
| 30D | -10.4% | -21.1% | +10.7% | -9.8% |
| 3M | -15.8% | +21.8% | -37.6% | -16.7% |
| 6M | -33.4% | -0.1% | -33.3% | -34.7% |
| YTD | -41.0% | +123.1% | -164.1% | -45.2% |
| 1Y | -49.1% | +208.6% | -257.6% | -54.5% |
| All | -59.4% | -0.4% | -59.0% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling