-49.5%
NKE vs FSLY
0.0%
-49.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.1% |
| 7D | -0.1% | +3.5% | -3.5% | -0.4% |
| 30D | -7.7% | -6.4% | -1.3% | -7.6% |
| 3M | -10.9% | +10.9% | -21.8% | -12.4% |
| 6M | -31.9% | +6.7% | -38.6% | -34.8% |
| YTD | -38.6% | +111.1% | -149.7% | -46.4% |
| 1Y | -46.9% | +185.8% | -232.7% | -55.8% |
| 3Y | -58.2% | -6.6% | -51.6% | -62.6% |
| 5Y | -74.0% | -52.4% | -21.6% | -77.4% |
| All | -49.5% | 0.0% | -49.4% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling